+1,445.3%
MOD vs WYNN
+2.0%
+1,443.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.7% |
| 7D | -3.9% | -3.4% | -0.5% | -2.5% |
| 30D | -9.6% | -15.4% | +5.8% | -2.9% |
| 3M | -30.6% | -15.8% | -14.8% | -25.5% |
| 6M | -10.9% | -13.5% | +2.6% | -5.7% |
| YTD | +34.3% | -26.0% | +60.3% | +51.2% |
| 1Y | +18.3% | -27.4% | +45.7% | +33.7% |
| 3Y | +281.9% | -3.7% | +285.6% | +272.9% |
| 5Y | +1,486.4% | -9.8% | +1,496.1% | +1,405.1% |
| All | +1,445.3% | +2.0% | +1,443.4% | +1,181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling