+886.3%
MOD vs DD
+100.9%
+785.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.7% |
| 7D | -17.8% | +2.2% | -20.1% | -18.7% |
| 30D | -43.2% | +20.7% | -63.9% | -50.5% |
| 3M | -46.0% | +11.3% | -57.4% | -50.1% |
| 6M | -62.2% | +6.0% | -68.2% | -63.7% |
| YTD | -22.8% | +31.7% | -54.5% | -36.6% |
| 1Y | -35.5% | +32.2% | -67.7% | -47.2% |
| 3Y | +128.2% | +92.7% | +35.6% | +39.5% |
| 5Y | +791.6% | +72.1% | +719.5% | +486.6% |
| 10Y | +886.3% | +99.7% | +786.7% | +559.3% |
| All | +886.3% | +100.9% | +785.4% | +559.3% |
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