+1,064.5%
MOD vs WYNN
+13.3%
+1,051.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.5% | +25.4% | +26.8% |
| 7D | +40.4% | +2.3% | +38.1% | +39.4% |
| 30D | -14.0% | +15.4% | -29.4% | -19.9% |
| 3M | -33.3% | -16.7% | -16.6% | -28.6% |
| 6M | -51.4% | -11.1% | -40.3% | -49.6% |
| YTD | +1.6% | -28.8% | +30.4% | +15.3% |
| 1Y | +5.4% | -30.2% | +35.6% | +20.5% |
| 3Y | +191.0% | +3.8% | +187.2% | +173.1% |
| 5Y | +1,093.1% | -6.2% | +1,099.3% | +1,012.0% |
| All | +1,064.5% | +13.3% | +1,051.2% | +891.5% |
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