-10.8%
DOW vs MOD
+1,286.5%
-1,297.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.9% |
| 7D | -2.4% | +9.6% | -12.0% | -4.2% |
| 30D | +0.4% | 0.0% | +0.4% | +0.1% |
| 3M | -14.4% | -35.4% | +21.0% | -8.0% |
| 6M | -7.0% | -7.3% | +0.3% | -9.2% |
| YTD | +30.2% | +45.8% | -15.6% | +13.5% |
| 1Y | +29.2% | +43.1% | -13.9% | +11.5% |
| 3Y | -36.7% | +297.7% | -334.4% | -61.7% |
| 5Y | -37.7% | +1,478.8% | -1,516.4% | -75.8% |
| All | -10.8% | +1,286.5% | -1,297.3% | -72.1% |
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