+13,145.9%
DHI vs MOD
+803.2%
+12,342.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -8.0% | +16.1% | -24.1% | -11.6% |
| 30D | +7.0% | -38.5% | +45.5% | +18.3% |
| 3M | -0.6% | -46.8% | +46.2% | +13.2% |
| 6M | +1.5% | -61.6% | +63.1% | +22.9% |
| YTD | +1.5% | -20.5% | +22.1% | -0.5% |
| 1Y | +0.4% | -28.0% | +28.5% | 0.0% |
| 3Y | +21.9% | +134.9% | -113.1% | -21.6% |
| 5Y | +56.1% | +833.2% | -777.0% | -36.2% |
| 10Y | +493.3% | +834.8% | -341.5% | +91.3% |
| All | +13,145.9% | +803.2% | +12,342.7% | +2,997.8% |
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 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