+966.8%
MOD vs DD
+105.4%
+861.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.9% | +4.0% | +5.5% |
| 7D | -13.9% | +9.8% | -23.7% | -19.3% |
| 30D | -41.5% | +19.3% | -60.9% | -48.5% |
| 3M | -45.7% | +9.4% | -55.1% | -49.1% |
| 6M | -61.1% | +4.8% | -65.9% | -62.3% |
| YTD | -20.5% | +30.2% | -50.7% | -34.2% |
| 1Y | -32.1% | +32.2% | -64.3% | -44.4% |
| 3Y | +146.5% | +93.1% | +53.4% | +50.5% |
| 5Y | +812.7% | +68.0% | +744.7% | +511.0% |
| 10Y | +966.8% | +98.5% | +868.4% | +623.6% |
| All | +966.8% | +105.4% | +861.5% | +623.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling