+146.5%
MOD vs DG
+21.7%
+124.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +10.1% |
| 7D | -13.9% | +0.7% | -14.6% | -13.5% |
| 30D | -41.5% | +7.4% | -49.0% | -40.9% |
| 3M | -45.7% | +8.5% | -54.2% | -45.1% |
| 6M | -61.1% | +21.9% | -83.0% | -60.4% |
| YTD | -20.5% | +4.9% | -25.4% | -19.3% |
| 1Y | -32.1% | +40.4% | -72.5% | -30.8% |
| 3Y | +146.5% | +23.5% | +123.0% | +154.2% |
| All | +146.5% | +21.7% | +124.8% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling