+159.2%
DUK vs MOD
+822.6%
-663.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.1% | +16.1% | -17.2% | -1.5% |
| 30D | +8.8% | -38.5% | +47.3% | +10.0% |
| 3M | +5.0% | -46.8% | +51.9% | +6.5% |
| 6M | +4.6% | -61.6% | +66.2% | +6.8% |
| YTD | +12.6% | -20.5% | +33.1% | +11.8% |
| 1Y | +7.4% | -28.0% | +35.4% | +6.9% |
| 3Y | +63.1% | +134.9% | -71.9% | +49.0% |
| 5Y | +54.6% | +833.2% | -778.6% | +27.0% |
| All | +159.2% | +822.6% | -663.4% | +93.0% |
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