+242.0%
ORCL vs MOD
+857.0%
-615.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.3% | -5.5% |
| 7D | -17.5% | -34.2% | +16.7% | -10.7% |
| 30D | -20.2% | -51.9% | +31.7% | -8.1% |
| 3M | -19.9% | -53.0% | +33.1% | -7.8% |
| 6M | -37.4% | -66.4% | +28.9% | -23.8% |
| YTD | -40.1% | -31.5% | -8.6% | -37.3% |
| 1Y | -53.4% | -39.6% | -13.8% | -50.3% |
| 3Y | +10.4% | +116.8% | -106.4% | -6.2% |
| 5Y | +29.8% | +713.8% | -684.0% | -11.3% |
| All | +242.0% | +857.0% | -615.0% | +128.6% |
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