+33,471.1%
ORCL vs MOD
+3,565.2%
+29,905.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.2% |
| 7D | +5.3% | +9.6% | -4.3% | +3.2% |
| 30D | +10.0% | 0.0% | +9.9% | +9.8% |
| 3M | -32.6% | -35.4% | +2.8% | -26.7% |
| 6M | +4.9% | -7.3% | +12.2% | +4.6% |
| YTD | -17.8% | +45.8% | -63.6% | -26.4% |
| 1Y | -28.0% | +43.1% | -71.1% | -35.5% |
| 3Y | +36.0% | +297.7% | -261.7% | -6.0% |
| 5Y | +88.7% | +1,478.8% | -1,390.0% | -5.8% |
| 10Y | +346.9% | +1,633.4% | -1,286.5% | +83.9% |
| All | +33,471.1% | +3,565.2% | +29,905.9% | +7,958.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling