+126.2%
DAL vs MOD
+780.0%
-653.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -21.4% | +28.6% | +12.4% |
| 7D | +11.1% | -31.3% | +42.4% | +20.4% |
| 30D | +7.7% | -46.1% | +53.8% | +23.9% |
| 3M | -3.5% | -51.1% | +47.6% | +13.1% |
| 6M | +31.3% | -62.1% | +93.4% | +61.1% |
| YTD | +30.0% | -26.2% | +56.1% | +30.1% |
| 1Y | +62.1% | -32.6% | +94.6% | +64.6% |
| 3Y | +176.6% | +133.8% | +42.8% | +69.2% |
| 5Y | +126.2% | +792.8% | -666.6% | -20.6% |
| All | +126.2% | +780.0% | -653.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling