+157.4%
DUK vs MOD
+920.5%
-763.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.7% |
| 7D | +1.9% | -17.8% | +19.8% | +2.3% |
| 30D | +10.5% | -43.2% | +53.8% | +11.9% |
| 3M | +7.3% | -46.0% | +53.4% | +8.8% |
| 6M | +5.7% | -62.2% | +67.9% | +7.9% |
| YTD | +12.9% | -22.8% | +35.7% | +12.2% |
| 1Y | +8.6% | -35.5% | +44.0% | +8.4% |
| 3Y | +63.5% | +128.2% | -64.7% | +49.5% |
| 5Y | +52.4% | +791.6% | -739.3% | +25.6% |
| 10Y | +157.4% | +886.3% | -728.9% | +90.3% |
| All | +157.4% | +920.5% | -763.1% | +90.3% |
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