+8,229.8%
INTC vs MOD
+1,544.7%
+6,685.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.1% | -8.6% |
| 7D | -43.2% | -34.2% | -9.1% | -37.4% |
| 30D | -53.6% | -51.9% | -1.7% | -44.9% |
| 3M | -48.3% | -53.0% | +4.7% | -38.4% |
| 6M | -51.7% | -66.4% | +14.7% | -38.0% |
| YTD | +41.6% | -31.5% | +73.1% | +54.2% |
| 1Y | +36.1% | -39.6% | +75.7% | +51.6% |
| 3Y | +39.3% | +116.8% | -77.5% | +11.6% |
| 5Y | +10.6% | +713.8% | -703.2% | -36.5% |
| 10Y | +90.4% | +882.7% | -792.3% | -10.8% |
| All | +8,229.8% | +1,544.7% | +6,685.1% | +2,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling