+1,544.7%
MOD vs DD
+1,069.5%
+475.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.8% | -3.4% | -5.0% |
| 7D | -34.2% | +3.1% | -37.2% | -35.3% |
| 30D | -51.9% | +8.7% | -60.6% | -54.3% |
| 3M | -53.0% | -1.2% | -51.8% | -52.7% |
| 6M | -66.4% | -1.1% | -65.3% | -66.0% |
| YTD | -31.5% | +21.7% | -53.2% | -38.9% |
| 1Y | -39.6% | +24.0% | -63.6% | -46.7% |
| 3Y | +116.8% | +75.6% | +41.2% | +53.8% |
| 5Y | +713.8% | +58.2% | +655.6% | +516.8% |
| 10Y | +882.7% | +88.0% | +794.7% | +549.1% |
| All | +1,544.7% | +1,069.5% | +475.2% | +390.2% |
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 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