+423.4%
WMT vs MOD
+1,504.3%
-1,080.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | +0.1% | +6.3% | -6.2% | -0.1% |
| 30D | -5.0% | -1.7% | -3.3% | -4.9% |
| 3M | -11.3% | -30.1% | +18.8% | -10.4% |
| 6M | -13.8% | +2.7% | -16.5% | -14.5% |
| YTD | -4.2% | +44.1% | -48.3% | -6.4% |
| 1Y | +4.6% | +38.7% | -34.2% | +2.0% |
| 3Y | +100.5% | +309.8% | -209.3% | +83.7% |
| 5Y | +129.7% | +1,569.7% | -1,440.0% | +96.5% |
| 10Y | +423.4% | +1,520.5% | -1,097.0% | +351.0% |
| All | +423.4% | +1,504.3% | -1,080.8% | +351.0% |
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