+1,129.1%
DIA vs MOD
+730.0%
+399.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.2% |
| 7D | -0.2% | +9.6% | -9.8% | -1.7% |
| 30D | -1.5% | 0.0% | -1.6% | -1.7% |
| 3M | +3.8% | -35.4% | +39.1% | +10.1% |
| 6M | +10.3% | -7.3% | +17.5% | +9.3% |
| YTD | +12.1% | +45.8% | -33.7% | +2.4% |
| 1Y | +18.6% | +43.1% | -24.5% | +7.5% |
| 3Y | +60.6% | +297.7% | -237.0% | +14.8% |
| 5Y | +64.4% | +1,478.8% | -1,414.3% | -11.3% |
| 10Y | +250.1% | +1,633.4% | -1,383.3% | +62.6% |
| All | +1,129.1% | +730.0% | +399.1% | +351.8% |
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