+57.5%
DIA vs MOD
+129.2%
-71.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.9% |
| 7D | -0.9% | -25.5% | +24.6% | +1.2% |
| 30D | +0.3% | -49.0% | +49.3% | +5.9% |
| 3M | -4.5% | -49.8% | +45.3% | +0.7% |
| 6M | +3.4% | -64.8% | +68.1% | +11.9% |
| YTD | +7.8% | -27.6% | +35.4% | +8.0% |
| 1Y | +10.7% | -35.2% | +45.9% | +11.7% |
| 3Y | +57.5% | +137.1% | -79.6% | +35.7% |
| All | +57.5% | +129.2% | -71.7% | +35.7% |
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