+886.3%
MOD vs DGX
+288.5%
+597.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -17.8% | +4.6% | -22.4% | -19.3% |
| 30D | -43.2% | +11.9% | -55.1% | -45.6% |
| 3M | -46.0% | +9.2% | -55.2% | -48.0% |
| 6M | -62.2% | +39.0% | -101.2% | -67.1% |
| YTD | -22.8% | +51.4% | -74.2% | -35.2% |
| 1Y | -35.5% | +42.6% | -78.1% | -44.6% |
| 3Y | +128.2% | +105.9% | +22.3% | +60.9% |
| 5Y | +791.6% | +96.6% | +695.0% | +531.8% |
| 10Y | +886.3% | +286.0% | +600.4% | +330.3% |
| All | +886.3% | +288.5% | +597.8% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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