+34.2%
ORCL vs MOD
+787.0%
-752.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | -6.5% | -17.8% | +11.3% | -2.3% |
| 30D | -16.6% | -43.2% | +26.7% | -3.8% |
| 3M | -21.6% | -46.0% | +24.4% | -8.9% |
| 6M | -39.4% | -62.2% | +22.9% | -23.7% |
| YTD | -38.7% | -22.8% | -15.9% | -37.5% |
| 1Y | -50.4% | -35.5% | -14.9% | -47.3% |
| 3Y | +8.1% | +128.2% | -120.1% | -17.1% |
| All | +34.2% | +787.0% | -752.8% | -26.9% |
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 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