+2,655.3%
DELL vs MOD
+1,005.7%
+1,649.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.9% | -4.5% | +2.7% |
| 7D | -11.8% | -13.9% | +2.1% | -8.3% |
| 30D | -40.8% | -41.5% | +0.7% | -31.5% |
| 3M | -23.6% | -45.7% | +22.2% | -10.2% |
| 6M | +33.4% | -61.1% | +94.5% | +69.4% |
| YTD | +178.0% | -20.5% | +198.5% | +192.1% |
| 1Y | +138.6% | -32.1% | +170.7% | +159.1% |
| 3Y | +400.9% | +146.5% | +254.4% | +294.8% |
| 5Y | +580.7% | +812.7% | -232.0% | +298.5% |
| 10Y | +2,655.3% | +966.8% | +1,688.4% | +1,406.0% |
| All | +2,655.3% | +1,005.7% | +1,649.5% | +1,406.0% |
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 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