+1,604.6%
MOD vs DD
+68.8%
+1,535.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.0% |
| 7D | +9.6% | -3.5% | +13.1% | +12.4% |
| 30D | 0.0% | -10.3% | +10.3% | +8.3% |
| 3M | -35.4% | -7.5% | -27.8% | -31.6% |
| 6M | -7.3% | -8.0% | +0.7% | -0.6% |
| YTD | +45.8% | +10.5% | +35.3% | +36.1% |
| 1Y | +43.1% | +38.3% | +4.9% | +12.4% |
| 3Y | +297.7% | +42.5% | +255.2% | +202.0% |
| 5Y | +1,478.8% | +60.2% | +1,418.6% | +994.8% |
| All | +1,604.6% | +68.8% | +1,535.7% | +1,049.8% |
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