+122.8%
DAL vs MOD
+911.6%
-788.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +0.6% |
| 7D | +8.8% | -25.5% | +34.3% | +16.5% |
| 30D | +5.4% | -49.0% | +54.4% | +25.2% |
| 3M | -4.9% | -49.8% | +44.9% | +12.7% |
| 6M | +19.8% | -64.8% | +84.6% | +53.7% |
| YTD | +27.0% | -27.6% | +54.6% | +28.5% |
| 1Y | +52.5% | -35.2% | +87.7% | +57.6% |
| 3Y | +173.8% | +137.1% | +36.7% | +68.0% |
| 5Y | +104.5% | +760.3% | -655.7% | -23.7% |
| All | +122.8% | +911.6% | -788.8% | -33.1% |
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