-51.4%
MOD vs IDXX
+32.4%
-83.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +27.0% | +28.1% |
| 7D | +40.4% | +4.2% | +36.3% | +42.0% |
| 30D | -14.0% | +33.1% | -47.1% | -3.3% |
| 3M | -33.3% | +24.2% | -57.6% | -26.6% |
| 6M | -51.4% | +33.2% | -84.6% | -45.3% |
| All | -51.4% | +32.4% | -83.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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