+26,157.2%
ORCL vs MOD
+1,673.7%
+24,483.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -21.4% | +19.5% | +2.6% |
| 7D | -14.4% | -31.3% | +16.9% | -7.7% |
| 30D | -12.8% | -46.1% | +33.3% | -1.0% |
| 3M | -14.8% | -51.1% | +36.3% | -1.6% |
| 6M | -30.9% | -62.1% | +31.2% | -16.6% |
| YTD | -35.7% | -26.2% | -9.5% | -33.9% |
| 1Y | -49.5% | -32.6% | -16.9% | -47.4% |
| 3Y | +18.6% | +133.8% | -115.2% | -8.3% |
| 5Y | +38.4% | +792.8% | -754.3% | -22.2% |
| 10Y | +275.2% | +959.8% | -684.6% | +70.7% |
| All | +26,157.2% | +1,673.7% | +24,483.5% | +7,197.6% |
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 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