+180.3%
DAL vs MOD
+133.8%
+46.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -21.4% | +28.6% | +11.5% |
| 7D | +11.1% | -31.3% | +42.4% | +18.9% |
| 30D | +7.7% | -46.1% | +53.8% | +21.3% |
| 3M | -3.5% | -51.1% | +47.6% | +10.5% |
| 6M | +31.3% | -62.1% | +93.4% | +56.4% |
| YTD | +30.0% | -26.2% | +56.1% | +30.2% |
| 1Y | +62.1% | -32.6% | +94.6% | +64.4% |
| All | +180.3% | +133.8% | +46.4% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling