+58.1%
INTC vs MOD
+201.5%
-143.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +27.9% | -30.4% | -12.1% |
| 7D | +6.0% | +40.4% | -34.4% | -7.6% |
| 30D | -39.2% | -14.0% | -25.2% | -36.7% |
| 3M | -42.9% | -33.3% | -9.6% | -35.4% |
| 6M | -50.4% | -51.4% | +1.0% | -38.2% |
| YTD | +61.7% | +1.6% | +60.1% | +62.8% |
| 1Y | +66.1% | +5.4% | +60.8% | +65.0% |
| 3Y | +58.1% | +191.0% | -132.8% | +12.9% |
| All | +58.1% | +201.5% | -143.3% | +12.9% |
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 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