+4,681.2%
DELL vs MOD
+1,793.6%
+2,887.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.4% |
| 7D | +14.9% | +9.6% | +5.3% | +12.1% |
| 30D | +13.3% | 0.0% | +13.3% | +13.1% |
| 3M | +24.4% | -35.4% | +59.8% | +38.2% |
| 6M | +258.0% | -7.3% | +265.3% | +261.0% |
| YTD | +320.2% | +45.8% | +274.4% | +276.0% |
| 1Y | +319.1% | +43.1% | +275.9% | +273.6% |
| 3Y | +706.5% | +297.7% | +408.9% | +453.7% |
| 5Y | +1,071.9% | +1,478.8% | -406.8% | +491.8% |
| 10Y | +4,683.5% | +1,633.4% | +3,050.1% | +2,007.5% |
| All | +4,681.2% | +1,793.6% | +2,887.7% | +1,925.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling