+51.6%
INTC vs MOD
+138.1%
-86.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.0% |
| 7D | -4.0% | -17.8% | +13.8% | +2.2% |
| 30D | -44.5% | -43.2% | -1.2% | -32.2% |
| 3M | -40.4% | -46.0% | +5.6% | -26.0% |
| 6M | -53.5% | -62.2% | +8.8% | -35.5% |
| YTD | +57.5% | -22.8% | +80.3% | +77.7% |
| 1Y | +51.2% | -35.5% | +86.7% | +78.0% |
| 3Y | +51.6% | +128.2% | -76.6% | +24.5% |
| All | +51.6% | +138.1% | -86.6% | +24.5% |
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