+55.3%
DUK vs MOD
+300.6%
-245.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -0.8% |
| 7D | 0.0% | +9.6% | -9.6% | +0.3% |
| 30D | -1.7% | 0.0% | -1.7% | -1.6% |
| 3M | -0.4% | -35.4% | +34.9% | -1.5% |
| 6M | -7.2% | -7.3% | 0.0% | -7.1% |
| YTD | +5.3% | +45.8% | -40.5% | +6.9% |
| 1Y | +3.0% | +43.1% | -40.2% | +4.7% |
| All | +55.3% | +300.6% | -245.3% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling