+2,954.5%
DELL vs MOD
+902.6%
+2,051.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | -18.1% | -17.8% | -0.3% | -13.8% |
| 30D | -42.9% | -43.2% | +0.4% | -33.4% |
| 3M | -26.9% | -46.0% | +19.2% | -14.0% |
| 6M | +28.8% | -62.2% | +91.0% | +64.7% |
| YTD | +168.4% | -22.8% | +191.2% | +184.4% |
| 1Y | +136.8% | -35.5% | +172.3% | +160.7% |
| 3Y | +375.3% | +128.2% | +247.1% | +282.2% |
| 5Y | +551.0% | +791.6% | -240.6% | +285.5% |
| 10Y | +2,566.3% | +886.3% | +1,680.0% | +1,279.6% |
| All | +2,954.5% | +902.6% | +2,051.8% | +1,432.0% |
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 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