+8.6%
DUK vs MOD
-35.8%
+44.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.5% |
| 7D | +1.9% | -17.8% | +19.8% | +1.1% |
| 30D | +10.5% | -43.2% | +53.8% | +8.3% |
| 3M | +7.3% | -46.0% | +53.4% | +5.1% |
| 6M | +5.7% | -62.2% | +67.9% | +2.6% |
| YTD | +12.9% | -22.8% | +35.7% | +11.6% |
| 1Y | +8.6% | -35.5% | +44.0% | +6.6% |
| All | +8.6% | -35.8% | +44.4% | +6.6% |
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