+146.5%
MOD vs DGX
+106.2%
+40.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +10.2% |
| 7D | -13.9% | +3.5% | -17.5% | -13.2% |
| 30D | -41.5% | +12.4% | -54.0% | -40.3% |
| 3M | -45.7% | +9.3% | -55.1% | -44.7% |
| 6M | -61.1% | +39.7% | -100.8% | -59.7% |
| YTD | -20.5% | +52.2% | -72.6% | -16.8% |
| 1Y | -32.1% | +47.1% | -79.2% | -29.0% |
| 3Y | +146.5% | +108.8% | +37.7% | +166.6% |
| All | +146.5% | +106.2% | +40.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling