+906.4%
MOD vs DD
+87.9%
+818.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.9% |
| 7D | -25.5% | +4.6% | -30.2% | -27.9% |
| 30D | -49.0% | +11.8% | -60.8% | -53.0% |
| 3M | -49.8% | +2.2% | -52.0% | -50.6% |
| 6M | -64.8% | -1.6% | -63.1% | -64.3% |
| YTD | -27.6% | +23.0% | -50.6% | -37.6% |
| 1Y | -35.2% | +26.9% | -62.1% | -45.4% |
| 3Y | +137.1% | +77.9% | +59.3% | +53.4% |
| 5Y | +760.3% | +59.9% | +700.4% | +496.3% |
| All | +906.4% | +87.9% | +818.5% | +597.6% |
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