+14,519.2%
DE vs MOD
+1,754.9%
+12,764.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +3.3% | -17.8% | +21.1% | +6.6% |
| 30D | +10.7% | -43.2% | +54.0% | +22.8% |
| 3M | +13.1% | -46.0% | +59.2% | +25.9% |
| 6M | +20.2% | -62.2% | +82.5% | +42.0% |
| YTD | +48.9% | -22.8% | +71.7% | +48.6% |
| 1Y | +46.6% | -35.5% | +82.1% | +50.5% |
| 3Y | +91.4% | +128.2% | -36.8% | +36.4% |
| 5Y | +108.1% | +791.6% | -683.5% | +3.6% |
| 10Y | +782.7% | +886.3% | -103.6% | +271.0% |
| All | +14,519.2% | +1,754.9% | +12,764.2% | +4,110.4% |
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