+1,085.7%
DELL vs MOD
+1,486.5%
-400.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.1% |
| 7D | +14.9% | +9.6% | +5.3% | +11.3% |
| 30D | +13.3% | 0.0% | +13.3% | +13.0% |
| 3M | +24.4% | -35.4% | +59.8% | +42.4% |
| 6M | +258.0% | -7.3% | +265.3% | +260.5% |
| YTD | +320.2% | +45.8% | +274.4% | +260.9% |
| 1Y | +319.1% | +43.1% | +275.9% | +257.3% |
| 3Y | +706.5% | +297.7% | +408.9% | +377.2% |
| All | +1,085.7% | +1,486.5% | -400.8% | +334.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling