+1,445.3%
MOD vs DGX
+249.5%
+1,195.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.0% |
| 7D | -3.9% | -3.5% | -0.5% | -2.7% |
| 30D | -9.6% | -2.7% | -6.9% | -8.8% |
| 3M | -30.6% | +13.9% | -44.5% | -34.3% |
| 6M | -10.9% | +16.0% | -27.0% | -16.6% |
| YTD | +34.3% | +34.9% | -0.7% | +18.1% |
| 1Y | +18.3% | +30.6% | -12.2% | +5.0% |
| 3Y | +281.9% | +93.0% | +188.9% | +175.1% |
| 5Y | +1,486.4% | +64.4% | +1,422.0% | +1,113.5% |
| All | +1,445.3% | +249.5% | +1,195.9% | +648.7% |
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