+9.1%
DUK vs MOD
-6.2%
+15.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.6% | +2.4% |
| 7D | +1.9% | +40.4% | -38.5% | +3.6% |
| 30D | +8.9% | -14.0% | +22.9% | +8.4% |
| 3M | +5.6% | -33.3% | +38.9% | +4.3% |
| 6M | +7.0% | -51.4% | +58.4% | +5.0% |
| YTD | +14.0% | +1.6% | +12.4% | +14.3% |
| 1Y | +9.1% | +5.4% | +3.7% | +9.7% |
| All | +9.1% | -6.2% | +15.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling