+60,984.4%
DHR vs MOD
+1,638.7%
+59,345.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.9% |
| 7D | -0.9% | -25.5% | +24.7% | +2.8% |
| 30D | +5.4% | -49.0% | +54.4% | +14.9% |
| 3M | +15.3% | -49.8% | +65.2% | +25.4% |
| 6M | +32.1% | -64.8% | +96.9% | +48.8% |
| YTD | +1.2% | -27.6% | +28.8% | +1.1% |
| 1Y | +10.1% | -35.2% | +45.3% | +11.2% |
| 3Y | +19.9% | +137.1% | -117.3% | -6.1% |
| 5Y | -8.8% | +760.3% | -769.1% | -43.6% |
| 10Y | +255.3% | +938.8% | -683.5% | +85.3% |
| All | +60,984.4% | +1,638.7% | +59,345.7% | +23,173.5% |
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