+98.7%
INTC vs MOD
+911.6%
-812.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.0% | +6.3% |
| 7D | -14.4% | -25.5% | +11.1% | -8.3% |
| 30D | -50.2% | -49.0% | -1.2% | -41.3% |
| 3M | -43.6% | -49.8% | +6.2% | -33.2% |
| 6M | -50.2% | -64.8% | +14.6% | -36.2% |
| YTD | +52.5% | -27.6% | +80.2% | +67.0% |
| 1Y | +51.1% | -35.2% | +86.3% | +68.6% |
| 3Y | +50.3% | +137.1% | -86.9% | +25.1% |
| 5Y | +19.2% | +760.3% | -741.1% | -24.8% |
| All | +98.7% | +911.6% | -812.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling