-6.2%
DOW vs MOD
+656.1%
-662.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.3% | -3.2% |
| 7D | -9.4% | -13.9% | +4.5% | -7.5% |
| 30D | +8.9% | -41.5% | +50.5% | +19.1% |
| 3M | +6.7% | -45.7% | +52.5% | +17.5% |
| 6M | -14.2% | -61.1% | +46.9% | -1.1% |
| YTD | +36.9% | -20.5% | +57.4% | +31.6% |
| 1Y | +45.8% | -32.1% | +77.9% | +43.9% |
| 3Y | -23.9% | +146.5% | -170.4% | -50.6% |
| 5Y | -30.8% | +812.7% | -843.5% | -70.8% |
| All | -6.2% | +656.1% | -662.3% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling