+84.8%
DE vs MOD
+129.2%
-44.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.5% | +0.7% |
| 7D | -0.6% | -25.5% | +25.0% | +1.9% |
| 30D | +2.3% | -49.0% | +51.3% | +8.8% |
| 3M | +9.5% | -49.8% | +59.3% | +16.3% |
| 6M | +14.1% | -64.8% | +78.9% | +25.3% |
| YTD | +45.4% | -27.6% | +73.0% | +47.5% |
| 1Y | +42.9% | -35.2% | +78.1% | +45.8% |
| 3Y | +84.8% | +137.1% | -52.3% | +45.6% |
| All | +84.8% | +129.2% | -44.4% | +45.6% |
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 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