+966.8%
MOD vs DG
+128.5%
+838.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.6% |
| 7D | -13.9% | +0.7% | -14.6% | -14.2% |
| 30D | -41.5% | +7.4% | -49.0% | -42.4% |
| 3M | -45.7% | +8.5% | -54.2% | -46.7% |
| 6M | -61.1% | +21.9% | -83.0% | -62.8% |
| YTD | -20.5% | +4.9% | -25.4% | -22.2% |
| 1Y | -32.1% | +40.4% | -72.5% | -37.4% |
| 3Y | +146.5% | +23.5% | +123.0% | +124.6% |
| 5Y | +812.7% | -32.3% | +845.0% | +896.3% |
| 10Y | +966.8% | +119.3% | +847.5% | +719.1% |
| All | +966.8% | +128.5% | +838.4% | +719.1% |
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