+83.2%
DT vs MOD
+656.5%
-573.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.3% | +0.7% | -5.8% |
| 7D | -28.3% | -34.2% | +5.8% | -25.4% |
| 30D | -28.4% | -51.9% | +23.5% | -23.2% |
| 3M | -14.1% | -53.0% | +39.0% | -7.9% |
| 6M | +13.2% | -66.4% | +79.5% | +24.4% |
| YTD | +0.8% | -31.5% | +32.4% | -0.4% |
| 1Y | -7.8% | -39.6% | +31.8% | -7.9% |
| 3Y | -8.3% | +116.8% | -125.1% | -28.9% |
| 5Y | -42.7% | +713.8% | -756.5% | -65.2% |
| All | +83.2% | +656.5% | -573.3% | -9.9% |
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 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