+165.3%
INTC vs MOD
+300.6%
-135.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.1% |
| 7D | +7.1% | +9.6% | -2.5% | +3.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -14.3% | -35.4% | +21.1% | -1.7% |
| 6M | +110.2% | -7.3% | +117.5% | +116.0% |
| YTD | +159.6% | +45.8% | +113.8% | +134.6% |
| 1Y | +289.3% | +43.1% | +246.1% | +251.1% |
| All | +165.3% | +300.6% | -135.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling