+791.6%
MOD vs DG
-31.9%
+823.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -17.8% | +5.2% | -23.0% | -18.0% |
| 30D | -43.2% | +7.9% | -51.2% | -43.5% |
| 3M | -46.0% | +12.7% | -58.8% | -46.5% |
| 6M | -62.2% | +22.4% | -84.7% | -63.0% |
| YTD | -22.8% | +5.4% | -28.2% | -23.3% |
| 1Y | -35.5% | +39.4% | -74.9% | -38.1% |
| 3Y | +128.2% | +24.1% | +104.1% | +118.6% |
| 5Y | +791.6% | -32.2% | +823.8% | +898.1% |
| All | +791.6% | -31.9% | +823.5% | +898.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling