-33.5%
MOD vs DD
+31.6%
-65.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.9% | +4.0% | +4.7% |
| 7D | -13.9% | +9.8% | -23.7% | -20.0% |
| 30D | -41.5% | +19.3% | -60.9% | -49.4% |
| 3M | -45.7% | +9.4% | -55.1% | -49.3% |
| 6M | -61.1% | +4.8% | -65.9% | -62.2% |
| YTD | -20.5% | +30.2% | -50.7% | -31.9% |
| All | -33.5% | +31.6% | -65.1% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling