-51.7%
ORCL vs MOD
-37.3%
-14.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.6% |
| 7D | -11.2% | -25.5% | +14.4% | -5.2% |
| 30D | -18.8% | -49.0% | +30.2% | -5.7% |
| 3M | -18.8% | -49.8% | +31.0% | -5.8% |
| 6M | -39.7% | -64.8% | +25.0% | -25.6% |
| YTD | -39.6% | -27.6% | -12.0% | -33.6% |
| 1Y | -51.7% | -35.2% | -16.5% | -46.4% |
| All | -51.7% | -37.3% | -14.4% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling