+12,945.6%
DHI vs MOD
+1,622.5%
+11,323.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.5% | -2.3% |
| 7D | -3.1% | +9.6% | -12.7% | -5.5% |
| 30D | -5.5% | 0.0% | -5.5% | -5.7% |
| 3M | -2.2% | -35.4% | +33.2% | +7.5% |
| 6M | -6.0% | -7.3% | +1.3% | -7.3% |
| YTD | 0.0% | +45.8% | -45.8% | -13.6% |
| 1Y | -18.2% | +43.1% | -61.4% | -30.3% |
| 3Y | +22.5% | +297.7% | -275.1% | -29.4% |
| 5Y | +58.4% | +1,478.8% | -1,420.4% | -41.8% |
| 10Y | +405.2% | +1,633.4% | -1,228.2% | +42.2% |
| All | +12,945.6% | +1,622.5% | +11,323.2% | +2,574.3% |
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 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