+4.4%
DUK vs MOD
+40.7%
-36.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +0.7% | +6.3% | -5.6% | +0.9% |
| 30D | -2.0% | -1.7% | -0.4% | -2.1% |
| 3M | +0.2% | -30.1% | +30.3% | -0.6% |
| 6M | -6.9% | +2.7% | -9.6% | -6.7% |
| YTD | +6.1% | +44.1% | -37.9% | +7.3% |
| 1Y | +4.4% | +38.7% | -34.3% | +6.1% |
| All | +4.4% | +40.7% | -36.3% | +6.1% |
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