+247.9%
DHR vs MOD
+1,005.7%
-757.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +1.3% |
| 7D | +3.1% | -13.9% | +17.1% | +4.1% |
| 30D | +7.0% | -41.5% | +48.5% | +11.4% |
| 3M | +15.0% | -45.7% | +60.8% | +20.2% |
| 6M | +37.9% | -61.1% | +99.0% | +47.1% |
| YTD | +3.3% | -20.5% | +23.8% | +1.8% |
| 1Y | +12.8% | -32.1% | +44.9% | +12.6% |
| 3Y | +22.4% | +146.5% | -124.1% | +3.2% |
| 5Y | -9.1% | +812.7% | -821.8% | -33.9% |
| 10Y | +247.9% | +966.8% | -718.9% | +135.6% |
| All | +247.9% | +1,005.7% | -757.8% | +135.6% |
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