+29.8%
ORCL vs MOD
+720.4%
-690.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.3% | -5.0% |
| 7D | -17.5% | -34.2% | +16.7% | -8.3% |
| 30D | -20.2% | -51.9% | +31.7% | -3.7% |
| 3M | -19.9% | -53.0% | +33.1% | -3.4% |
| 6M | -37.4% | -66.4% | +28.9% | -18.7% |
| YTD | -40.1% | -31.5% | -8.6% | -36.9% |
| 1Y | -53.4% | -39.6% | -13.8% | -49.7% |
| 3Y | +10.4% | +116.8% | -106.4% | -13.7% |
| 5Y | +29.8% | +713.8% | -684.0% | -28.0% |
| All | +29.8% | +720.4% | -690.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling