+13,246.8%
DHI vs MOD
+1,054.9%
+12,191.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -6.2% |
| 7D | -4.1% | +40.4% | -44.5% | -12.9% |
| 30D | +9.3% | -14.0% | +23.3% | +10.0% |
| 3M | -2.6% | -33.3% | +30.8% | +3.8% |
| 6M | +4.1% | -51.4% | +55.5% | +17.7% |
| YTD | +2.3% | +1.6% | +0.7% | -6.7% |
| 1Y | +2.7% | +5.4% | -2.6% | -7.9% |
| 3Y | +23.2% | +191.0% | -167.8% | -25.6% |
| 5Y | +57.3% | +1,093.1% | -1,035.8% | -40.1% |
| 10Y | +497.8% | +1,095.2% | -597.5% | +79.5% |
| All | +13,246.8% | +1,054.9% | +12,191.9% | +2,806.0% |
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