+125.1%
DUK vs MOD
+1,504.3%
-1,379.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | -2.0% | -1.7% | -0.4% | -2.0% |
| 3M | +0.2% | -30.1% | +30.3% | +1.1% |
| 6M | -6.9% | +2.7% | -9.6% | -7.5% |
| YTD | +6.1% | +44.1% | -37.9% | +4.1% |
| 1Y | +4.4% | +38.7% | -34.3% | +2.2% |
| 3Y | +49.1% | +309.8% | -260.7% | +34.7% |
| 5Y | +39.6% | +1,569.7% | -1,530.1% | +13.4% |
| 10Y | +125.1% | +1,520.5% | -1,395.3% | +66.9% |
| All | +125.1% | +1,504.3% | -1,379.1% | +66.9% |
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 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