+99.1%
DE vs MOD
+1,086.9%
-987.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +27.9% | -28.6% | -4.3% |
| 7D | +0.3% | +40.4% | -40.1% | -4.6% |
| 30D | +3.6% | -14.0% | +17.6% | +4.6% |
| 3M | +10.2% | -33.3% | +43.6% | +14.8% |
| 6M | +16.6% | -51.4% | +68.0% | +26.0% |
| YTD | +45.8% | +1.6% | +44.2% | +40.0% |
| 1Y | +43.9% | +5.4% | +38.5% | +36.5% |
| 3Y | +89.6% | +191.0% | -101.4% | +36.0% |
| All | +99.1% | +1,086.9% | -987.8% | +3.2% |
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