+1,064.5%
MOD vs DG
+105.2%
+959.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.2% | +27.9% |
| 7D | +40.4% | +0.3% | +40.1% | +40.4% |
| 30D | -14.0% | +3.2% | -17.2% | -14.8% |
| 3M | -33.3% | +10.4% | -43.8% | -34.7% |
| 6M | -51.4% | +33.2% | -84.6% | -54.2% |
| YTD | +1.6% | +3.0% | -1.4% | -0.3% |
| 1Y | +5.4% | +31.2% | -25.8% | -1.5% |
| 3Y | +191.0% | +21.8% | +169.2% | +165.7% |
| 5Y | +1,093.1% | -35.0% | +1,128.1% | +1,214.2% |
| All | +1,064.5% | +105.2% | +959.3% | +791.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling