-32.6%
MOD vs WYNN
-32.5%
-0.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.1% | -27.5% | -22.5% |
| 7D | -31.3% | +15.4% | -46.7% | -34.3% |
| 30D | -46.1% | +6.8% | -52.9% | -46.9% |
| 3M | -51.1% | -15.4% | -35.8% | -47.0% |
| 6M | -62.1% | -20.0% | -42.1% | -58.0% |
| YTD | -26.2% | -31.0% | +4.9% | -12.0% |
| 1Y | -32.6% | -31.5% | -1.1% | -20.9% |
| All | -32.6% | -32.5% | -0.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling