+47.4%
DAL vs MOD
-37.4%
+84.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +2.9% | -3.3% |
| 7D | +4.6% | -34.2% | +38.7% | +10.4% |
| 30D | +2.3% | -51.9% | +54.2% | +14.3% |
| 3M | -8.1% | -53.0% | +44.9% | +2.7% |
| 6M | +21.4% | -66.4% | +87.8% | +42.0% |
| YTD | +24.3% | -31.5% | +55.9% | +27.3% |
| 1Y | +47.4% | -39.6% | +86.9% | +52.9% |
| All | +47.4% | -37.4% | +84.7% | +52.9% |
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