-24.4%
DOW vs MOD
+138.1%
-162.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.9% |
| 7D | -6.8% | -17.8% | +11.0% | -5.5% |
| 30D | +10.8% | -43.2% | +54.0% | +15.6% |
| 3M | +4.1% | -46.0% | +50.2% | +8.9% |
| 6M | -12.7% | -62.2% | +49.5% | -6.1% |
| YTD | +39.2% | -22.8% | +62.0% | +33.5% |
| 1Y | +49.5% | -35.5% | +85.0% | +46.6% |
| 3Y | -24.4% | +128.2% | -152.6% | -45.9% |
| All | -24.4% | +138.1% | -162.5% | -45.9% |
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