+377.0%
DELL vs MOD
+129.2%
+247.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +1.4% |
| 7D | -22.6% | -25.5% | +3.0% | -13.3% |
| 30D | -43.2% | -49.0% | +5.8% | -26.3% |
| 3M | -24.8% | -49.8% | +25.0% | -2.6% |
| 6M | +38.0% | -64.8% | +102.8% | +100.7% |
| YTD | +163.7% | -27.6% | +191.4% | +190.3% |
| 1Y | +122.5% | -35.2% | +157.7% | +152.3% |
| 3Y | +377.0% | +137.1% | +239.8% | +314.0% |
| All | +377.0% | +129.2% | +247.7% | +314.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling