+753.4%
MOD vs DD
+58.5%
+695.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +4.8% |
| 7D | -25.5% | +4.6% | -30.2% | -28.0% |
| 30D | -49.0% | +11.8% | -60.8% | -53.3% |
| 3M | -49.8% | +2.2% | -52.0% | -50.7% |
| 6M | -64.8% | -1.6% | -63.1% | -64.2% |
| YTD | -27.6% | +23.0% | -50.6% | -38.4% |
| 1Y | -35.2% | +26.9% | -62.1% | -46.2% |
| 3Y | +137.1% | +77.9% | +59.3% | +46.8% |
| All | +753.4% | +58.5% | +695.0% | +461.5% |
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