-8.7%
DHR vs MOD
+300.6%
-309.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.9% |
| 7D | -3.9% | +9.6% | -13.5% | -4.5% |
| 30D | +4.0% | 0.0% | +4.0% | +3.9% |
| 3M | +11.5% | -35.4% | +46.9% | +14.7% |
| 6M | +1.9% | -7.3% | +9.1% | +0.6% |
| YTD | -8.9% | +45.8% | -54.7% | -14.5% |
| 1Y | +5.1% | +43.1% | -38.0% | -1.7% |
| All | -8.7% | +300.6% | -309.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling