+244.8%
ORCL vs MOD
+911.6%
-666.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.3% |
| 7D | -11.2% | -25.5% | +14.4% | -6.2% |
| 30D | -18.8% | -49.0% | +30.2% | -7.6% |
| 3M | -18.8% | -49.8% | +31.0% | -7.7% |
| 6M | -39.7% | -64.8% | +25.0% | -27.3% |
| YTD | -39.6% | -27.6% | -12.0% | -37.5% |
| 1Y | -51.7% | -35.2% | -16.5% | -49.2% |
| 3Y | +10.2% | +137.1% | -126.9% | -7.9% |
| 5Y | +30.8% | +760.3% | -729.5% | -11.6% |
| All | +244.8% | +911.6% | -666.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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