+12.2%
DHR vs MOD
-33.9%
+46.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +2.2% |
| 7D | +3.1% | -13.9% | +17.1% | +2.8% |
| 30D | +7.0% | -41.5% | +48.5% | +6.1% |
| 3M | +15.0% | -45.7% | +60.8% | +14.0% |
| 6M | +37.9% | -61.1% | +99.0% | +36.8% |
| YTD | +3.3% | -20.5% | +23.8% | -1.7% |
| All | +12.2% | -33.9% | +46.1% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling