+51.9%
DOW vs MOD
-33.0%
+84.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.4% | +18.2% | -3.8% |
| 7D | -4.2% | -31.3% | +27.1% | -5.3% |
| 30D | +14.7% | -46.1% | +60.8% | +12.7% |
| 3M | +9.1% | -51.1% | +60.2% | +7.2% |
| 6M | -17.7% | -62.1% | +44.4% | -18.7% |
| YTD | +44.6% | -26.2% | +70.8% | +38.1% |
| 1Y | +51.9% | -32.6% | +84.5% | +47.6% |
| All | +51.9% | -33.0% | +84.9% | +47.6% |
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