+1,530.3%
MOD vs DD
+61.3%
+1,469.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.0% |
| 7D | +9.6% | -3.5% | +13.1% | +12.6% |
| 30D | 0.0% | -10.3% | +10.3% | +8.9% |
| 3M | -35.4% | -7.5% | -27.8% | -31.4% |
| 6M | -7.3% | -8.0% | +0.7% | -0.3% |
| YTD | +45.8% | +10.5% | +35.3% | +35.5% |
| 1Y | +43.1% | +38.3% | +4.9% | +10.6% |
| 3Y | +297.7% | +42.5% | +255.2% | +198.4% |
| All | +1,530.3% | +61.3% | +1,469.0% | +1,000.2% |
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