-1.4%
DOW vs MOD
+659.8%
-661.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.7% |
| 7D | -0.5% | +8.2% | -8.7% | -2.2% |
| 30D | +15.7% | -38.2% | +53.9% | +25.2% |
| 3M | +5.3% | -46.2% | +51.5% | +16.1% |
| 6M | -14.2% | -62.5% | +48.3% | -0.3% |
| YTD | +43.9% | -20.1% | +64.0% | +38.2% |
| 1Y | +53.1% | -29.7% | +82.7% | +49.9% |
| 3Y | -21.8% | +136.2% | -158.0% | -48.7% |
| 5Y | -28.3% | +820.4% | -848.7% | -69.8% |
| All | -1.4% | +659.8% | -661.2% | -66.0% |
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