+1,819.7%
MOD vs DD
+1,155.7%
+664.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | +8.2% | +3.2% | +5.0% | +6.4% |
| 30D | -38.2% | +20.3% | -58.4% | -44.6% |
| 3M | -46.2% | +8.2% | -54.4% | -48.7% |
| 6M | -62.5% | +3.4% | -66.0% | -63.1% |
| YTD | -20.1% | +30.6% | -50.7% | -31.6% |
| 1Y | -29.7% | +30.6% | -60.3% | -39.8% |
| 3Y | +136.2% | +91.1% | +45.1% | +59.5% |
| 5Y | +820.4% | +68.6% | +751.8% | +572.1% |
| 10Y | +839.8% | +99.9% | +739.9% | +498.9% |
| All | +1,819.7% | +1,155.7% | +664.0% | +448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling