+351.3%
DAL vs MOD
+800.6%
-449.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.5% |
| 7D | +0.1% | +9.6% | -9.5% | -2.7% |
| 30D | -13.9% | 0.0% | -14.0% | -14.2% |
| 3M | +1.1% | -35.4% | +36.5% | +13.2% |
| 6M | +26.2% | -7.3% | +33.5% | +24.5% |
| YTD | +16.4% | +45.8% | -29.4% | -1.6% |
| 1Y | +33.9% | +43.1% | -9.3% | +11.9% |
| 3Y | +93.4% | +297.7% | -204.3% | +5.1% |
| 5Y | +106.4% | +1,478.8% | -1,372.4% | -32.1% |
| 10Y | +143.0% | +1,633.4% | -1,490.4% | -36.7% |
| All | +351.3% | +800.6% | -449.3% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling