+1,082.7%
MOD vs DD
+67.2%
+1,015.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.6% | +28.5% | +28.3% |
| 7D | +40.4% | +5.0% | +35.5% | +35.1% |
| 30D | -14.0% | +19.7% | -33.7% | -25.5% |
| 3M | -33.3% | +7.2% | -40.5% | -37.0% |
| 6M | -51.4% | +1.0% | -52.4% | -51.7% |
| YTD | +1.6% | +29.1% | -27.5% | -16.8% |
| 1Y | +5.4% | +28.5% | -23.1% | -13.5% |
| 3Y | +191.0% | +89.4% | +101.5% | +71.0% |
| All | +1,082.7% | +67.2% | +1,015.5% | +641.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling