+339.6%
DELL vs MOD
+40.7%
+298.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.3% |
| 7D | +25.6% | +6.3% | +19.3% | +22.8% |
| 30D | +17.7% | -1.7% | +19.3% | +18.0% |
| 3M | +33.4% | -30.1% | +63.5% | +49.2% |
| 6M | +266.2% | +2.7% | +263.5% | +263.5% |
| YTD | +328.0% | +44.1% | +283.9% | +280.4% |
| 1Y | +339.6% | +38.7% | +300.8% | +292.6% |
| All | +339.6% | +40.7% | +298.9% | +292.6% |
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