+569.8%
DELL vs MOD
+1,086.9%
-517.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +27.9% | -35.0% | -16.6% |
| 7D | +4.9% | +40.4% | -35.6% | -8.8% |
| 30D | -32.1% | -14.0% | -18.1% | -29.8% |
| 3M | -30.2% | -33.3% | +3.1% | -21.7% |
| 6M | +41.7% | -51.4% | +93.1% | +74.6% |
| YTD | +176.6% | +1.6% | +175.0% | +163.0% |
| 1Y | +159.9% | +5.4% | +154.6% | +142.7% |
| 3Y | +388.0% | +191.0% | +197.0% | +217.6% |
| All | +569.8% | +1,086.9% | -517.0% | +169.6% |
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 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