-28.0%
MOD vs DGX
+40.2%
-68.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.4% |
| 7D | +16.1% | +1.9% | +14.2% | +16.9% |
| 30D | -38.5% | +12.7% | -51.2% | -35.7% |
| 3M | -46.8% | +9.6% | -56.4% | -44.6% |
| 6M | -61.6% | +37.6% | -99.2% | -58.8% |
| YTD | -20.5% | +52.1% | -72.7% | -9.1% |
| 1Y | -28.0% | +41.3% | -69.3% | -16.0% |
| All | -28.0% | +40.2% | -68.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling