+2,026.6%
MOD vs IDXX
+75,017.9%
-72,991.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +27.0% | +27.6% |
| 7D | +40.4% | +4.2% | +36.3% | +39.2% |
| 30D | -14.0% | +33.1% | -47.1% | -20.9% |
| 3M | -33.3% | +24.2% | -57.6% | -37.8% |
| 6M | -51.4% | +33.2% | -84.6% | -55.8% |
| YTD | +1.6% | +4.1% | -2.5% | -1.8% |
| 1Y | +5.4% | +0.4% | +5.0% | +2.9% |
| 3Y | +191.0% | +62.9% | +128.1% | +146.4% |
| 5Y | +1,093.1% | +12.1% | +1,081.0% | +990.2% |
| 10Y | +1,095.2% | +545.1% | +550.2% | +602.5% |
| All | +2,026.6% | +75,017.9% | -72,991.2% | +596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling