+544.2%
WMT vs MOD
+1,079.7%
-535.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.4% | +0.7% |
| 7D | +2.0% | +40.4% | -38.4% | +1.0% |
| 30D | +10.3% | -14.0% | +24.3% | +10.5% |
| 3M | +11.0% | -33.3% | +44.3% | +12.0% |
| 6M | -2.3% | -51.4% | +49.1% | -0.7% |
| YTD | +15.7% | +1.6% | +14.1% | +14.0% |
| 1Y | +26.0% | +5.4% | +20.6% | +23.7% |
| 3Y | +136.5% | +191.0% | -54.5% | +118.7% |
| 5Y | +176.8% | +1,093.1% | -916.3% | +139.2% |
| All | +544.2% | +1,079.7% | -535.4% | +467.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling