+50.3%
INTC vs MOD
+129.2%
-78.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.0% | +5.6% |
| 7D | -14.4% | -25.5% | +11.1% | -5.4% |
| 30D | -50.2% | -49.0% | -1.2% | -36.8% |
| 3M | -43.6% | -49.8% | +6.2% | -28.1% |
| 6M | -50.2% | -64.8% | +14.6% | -29.1% |
| YTD | +52.5% | -27.6% | +80.2% | +76.2% |
| 1Y | +51.1% | -35.2% | +86.3% | +78.8% |
| 3Y | +50.3% | +137.1% | -86.9% | +21.5% |
| All | +50.3% | +129.2% | -78.9% | +21.5% |
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