+2,707.2%
DUK vs MOD
+1,638.7%
+1,068.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.1% |
| 7D | +0.3% | -25.5% | +25.9% | +2.0% |
| 30D | +10.6% | -49.0% | +59.6% | +15.1% |
| 3M | +4.0% | -49.8% | +53.9% | +8.2% |
| 6M | +3.6% | -64.8% | +68.3% | +9.6% |
| YTD | +11.9% | -27.6% | +39.5% | +11.8% |
| 1Y | +6.7% | -35.2% | +41.9% | +7.1% |
| 3Y | +59.4% | +137.1% | -77.7% | +39.7% |
| 5Y | +52.4% | +760.3% | -707.9% | +17.3% |
| 10Y | +148.2% | +938.8% | -790.7% | +74.0% |
| All | +2,707.2% | +1,638.7% | +1,068.6% | +1,553.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling