+38.0%
DELL vs MOD
-65.0%
+103.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +0.4% |
| 7D | -22.6% | -25.5% | +3.0% | -9.3% |
| 30D | -43.2% | -49.0% | +5.8% | -18.6% |
| 3M | -24.8% | -49.8% | +25.0% | +7.3% |
| 6M | +38.0% | -64.8% | +102.8% | +129.3% |
| All | +38.0% | -65.0% | +103.0% | +129.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling