+1,531.9%
MOD vs WYNN
+1.1%
+1,530.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +6.0% |
| 7D | -2.8% | -4.2% | +1.4% | -0.9% |
| 30D | -5.1% | -14.6% | +9.5% | +1.5% |
| 3M | -30.3% | -18.4% | -11.9% | -24.2% |
| 6M | -5.6% | -11.9% | +6.3% | -0.9% |
| YTD | +41.8% | -26.6% | +68.4% | +60.2% |
| 1Y | +28.9% | -28.5% | +57.4% | +46.6% |
| 3Y | +304.1% | -5.1% | +309.3% | +297.0% |
| 5Y | +1,575.2% | -10.5% | +1,585.7% | +1,494.7% |
| All | +1,531.9% | +1.1% | +1,530.8% | +1,257.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling