+53,183.5%
TSCO vs MOD
+475.4%
+52,708.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +1.3% |
| 7D | +5.9% | -13.9% | +19.9% | +7.7% |
| 30D | +11.0% | -41.5% | +52.5% | +19.7% |
| 3M | +9.0% | -45.7% | +54.7% | +18.3% |
| 6M | +23.9% | -61.1% | +85.0% | +39.5% |
| YTD | -23.7% | -20.5% | -3.3% | -25.4% |
| 1Y | -29.4% | -32.1% | +2.7% | -29.6% |
| 3Y | +1.6% | +146.5% | -144.9% | -25.5% |
| 5Y | -7.1% | +812.7% | -819.8% | -49.3% |
| 10Y | +227.5% | +966.8% | -739.3% | +47.6% |
| All | +53,183.5% | +475.4% | +52,708.2% | +21,892.6% |
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