+145.3%
DELL vs MOD
-33.9%
+179.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.9% | -4.5% | +1.1% |
| 7D | -11.8% | -13.9% | +2.1% | -6.6% |
| 30D | -40.8% | -41.5% | +0.7% | -26.5% |
| 3M | -23.6% | -45.7% | +22.2% | -3.1% |
| 6M | +33.4% | -61.1% | +94.5% | +87.0% |
| YTD | +178.0% | -20.5% | +198.5% | +217.5% |
| All | +145.3% | -33.9% | +179.2% | +196.0% |
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 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