+15,172.7%
INTC vs MOD
+3,565.2%
+11,607.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.5% |
| 7D | +7.1% | +9.6% | -2.5% | +4.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -14.3% | -35.4% | +21.1% | -5.2% |
| 6M | +110.2% | -7.3% | +117.5% | +113.8% |
| YTD | +159.6% | +45.8% | +113.8% | +137.3% |
| 1Y | +289.3% | +43.1% | +246.1% | +255.0% |
| 3Y | +166.1% | +297.7% | -131.6% | +83.8% |
| 5Y | +94.4% | +1,478.8% | -1,384.4% | -4.7% |
| 10Y | +227.7% | +1,633.4% | -1,405.7% | +33.8% |
| All | +15,172.7% | +3,565.2% | +11,607.5% | +4,045.0% |
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