+7.0%
WMT vs MOD
+45.0%
-37.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.1% |
| 7D | +3.9% | +9.6% | -5.7% | +4.1% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | -8.8% | -35.4% | +26.6% | -8.8% |
| 6M | -15.6% | -7.3% | -8.4% | -16.3% |
| YTD | -3.2% | +45.8% | -49.0% | -3.7% |
| 1Y | +7.0% | +43.1% | -36.1% | +8.1% |
| All | +7.0% | +45.0% | -37.9% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling