-26.7%
DT vs MOD
+1,486.5%
-1,513.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.0% |
| 7D | -3.3% | +9.6% | -12.9% | -4.1% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | +20.0% | -35.4% | +55.4% | +24.1% |
| 6M | +39.3% | -7.3% | +46.6% | +37.1% |
| YTD | +19.8% | +45.8% | -26.1% | +10.2% |
| 1Y | +4.3% | +43.1% | -38.9% | -5.0% |
| 3Y | +7.7% | +297.7% | -290.0% | -24.0% |
| All | -26.7% | +1,486.5% | -1,513.1% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling