-30.9%
ORCL vs MOD
-63.3%
+32.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -21.4% | +19.5% | +5.3% |
| 7D | -14.4% | -31.3% | +16.9% | -3.2% |
| 30D | -12.8% | -46.1% | +33.3% | +6.6% |
| 3M | -14.8% | -51.1% | +36.3% | +6.5% |
| 6M | -30.9% | -62.1% | +31.2% | -5.6% |
| All | -30.9% | -63.3% | +32.4% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling