+9,012.0%
WMT vs MOD
+3,565.2%
+5,446.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.5% |
| 7D | +3.9% | +9.6% | -5.7% | +3.1% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -8.8% | -35.4% | +26.6% | -6.0% |
| 6M | -15.6% | -7.3% | -8.4% | -16.2% |
| YTD | -3.2% | +45.8% | -49.0% | -7.9% |
| 1Y | +7.0% | +43.1% | -36.1% | +1.4% |
| 3Y | +105.3% | +297.7% | -192.4% | +71.1% |
| 5Y | +129.3% | +1,478.8% | -1,349.5% | +64.1% |
| 10Y | +423.9% | +1,633.4% | -1,209.5% | +242.3% |
| All | +9,012.0% | +3,565.2% | +5,446.7% | +3,850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling