+93.9%
INTC vs MOD
+1,486.5%
-1,392.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.3% |
| 7D | +7.1% | +9.6% | -2.5% | +4.3% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -14.3% | -35.4% | +21.1% | -3.1% |
| 6M | +110.2% | -7.3% | +117.5% | +115.3% |
| YTD | +159.6% | +45.8% | +113.8% | +136.1% |
| 1Y | +289.3% | +43.1% | +246.1% | +253.4% |
| 3Y | +166.1% | +297.7% | -131.6% | +80.1% |
| All | +93.9% | +1,486.5% | -1,392.6% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling