+118.1%
DAL vs MOD
+857.0%
-738.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -2.3% |
| 7D | +4.6% | -34.2% | +38.7% | +15.9% |
| 30D | +2.3% | -51.9% | +54.2% | +23.6% |
| 3M | -8.1% | -53.0% | +44.9% | +11.0% |
| 6M | +21.4% | -66.4% | +87.8% | +57.8% |
| YTD | +24.3% | -31.5% | +55.9% | +27.8% |
| 1Y | +47.4% | -39.6% | +86.9% | +55.4% |
| 3Y | +164.6% | +116.8% | +47.8% | +66.7% |
| 5Y | +100.2% | +713.8% | -613.6% | -24.1% |
| All | +118.1% | +857.0% | -738.8% | -33.5% |
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