-51.7%
INTC vs MOD
-65.4%
+13.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.1% | -5.8% |
| 7D | -43.2% | -34.2% | -9.1% | -26.3% |
| 30D | -53.6% | -51.9% | -1.7% | -27.0% |
| 3M | -48.3% | -53.0% | +4.7% | -18.1% |
| 6M | -51.7% | -66.4% | +14.7% | -6.6% |
| All | -51.7% | -65.4% | +13.7% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling