+168.5%
WMT vs MOD
+748.9%
-580.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -1.8% |
| 7D | +1.6% | -25.5% | +27.2% | +2.1% |
| 30D | +16.1% | -49.0% | +65.1% | +17.7% |
| 3M | +12.3% | -49.8% | +62.1% | +13.8% |
| 6M | -3.1% | -64.8% | +61.7% | -0.9% |
| YTD | +13.4% | -27.6% | +41.0% | +12.2% |
| 1Y | +24.5% | -35.2% | +59.7% | +23.5% |
| 3Y | +135.7% | +137.1% | -1.4% | +113.9% |
| All | +168.5% | +748.9% | -580.4% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling