+2,886.3%
DELL vs MOD
+915.9%
+1,970.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.5% | +8.3% | +10.8% |
| 7D | +0.4% | +8.2% | -7.9% | -1.5% |
| 30D | -35.1% | -38.2% | +3.0% | -25.9% |
| 3M | -15.1% | -46.2% | +31.1% | +0.1% |
| 6M | +51.7% | -62.5% | +114.3% | +95.0% |
| YTD | +200.0% | -20.1% | +220.1% | +215.1% |
| 1Y | +172.1% | -29.7% | +201.8% | +193.4% |
| 3Y | +431.2% | +136.2% | +295.0% | +322.0% |
| 5Y | +633.1% | +820.4% | -187.3% | +327.3% |
| 10Y | +2,886.3% | +839.8% | +2,046.5% | +1,480.4% |
| All | +2,886.3% | +915.9% | +1,970.4% | +1,480.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling