+245.2%
DHR vs MOD
+915.9%
-670.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +0.2% | +8.2% | -8.1% | -0.5% |
| 30D | +6.4% | -38.2% | +44.5% | +10.3% |
| 3M | +13.6% | -46.2% | +59.8% | +18.8% |
| 6M | +41.9% | -62.5% | +104.4% | +51.9% |
| YTD | +3.4% | -20.1% | +23.5% | +1.9% |
| 1Y | +9.9% | -29.7% | +39.5% | +9.2% |
| 3Y | +21.6% | +136.2% | -114.6% | +3.0% |
| 5Y | -10.6% | +820.4% | -831.0% | -35.1% |
| 10Y | +245.2% | +839.8% | -594.6% | +134.6% |
| All | +245.2% | +915.9% | -670.7% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling