+23.6%
WMT vs MOD
-35.8%
+59.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | +0.6% | -17.8% | +18.4% | -0.2% |
| 30D | +12.8% | -43.2% | +56.0% | +10.9% |
| 3M | +11.7% | -46.0% | +57.7% | +9.8% |
| 6M | -3.5% | -62.2% | +58.7% | -5.3% |
| YTD | +13.4% | -22.8% | +36.2% | +10.3% |
| 1Y | +23.6% | -35.5% | +59.1% | +19.7% |
| All | +23.6% | -35.8% | +59.4% | +19.7% |
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