+2,541.1%
DUK vs MOD
+3,565.2%
-1,024.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.3% |
| 7D | 0.0% | +9.6% | -9.6% | -0.6% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -0.4% | -35.4% | +34.9% | +2.0% |
| 6M | -7.2% | -7.3% | 0.0% | -7.8% |
| YTD | +5.3% | +45.8% | -40.5% | +1.0% |
| 1Y | +3.0% | +43.1% | -40.2% | -1.6% |
| 3Y | +53.1% | +297.7% | -244.6% | +30.5% |
| 5Y | +37.9% | +1,478.8% | -1,440.8% | +2.6% |
| 10Y | +124.8% | +1,633.4% | -1,508.6% | +53.8% |
| All | +2,541.1% | +3,565.2% | -1,024.1% | +1,390.7% |
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 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