+143.3%
DELL vs MOD
-33.0%
+176.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -21.4% | +12.6% | +0.1% |
| 7D | -24.6% | -31.3% | +6.7% | -12.3% |
| 30D | -32.5% | -46.1% | +13.6% | -13.7% |
| 3M | -20.2% | -51.1% | +30.9% | +5.0% |
| 6M | +76.5% | -62.1% | +138.5% | +149.8% |
| YTD | +198.9% | -26.2% | +225.1% | +252.7% |
| 1Y | +143.3% | -32.6% | +175.9% | +192.7% |
| All | +143.3% | -33.0% | +176.3% | +192.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling