+98.7%
DE vs MOD
+748.9%
-650.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.5% | +0.5% |
| 7D | -0.6% | -25.5% | +25.0% | +2.9% |
| 30D | +2.3% | -49.0% | +51.3% | +11.2% |
| 3M | +9.5% | -49.8% | +59.3% | +18.8% |
| 6M | +14.1% | -64.8% | +78.9% | +29.2% |
| YTD | +45.4% | -27.6% | +73.0% | +46.7% |
| 1Y | +42.9% | -35.2% | +78.1% | +45.5% |
| 3Y | +84.8% | +137.1% | -52.3% | +35.5% |
| All | +98.7% | +748.9% | -650.3% | +7.0% |
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