+1,504.6%
MOD vs DGX
+64.0%
+1,440.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.6% | -2.2% | +5.8% | +4.0% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -33.1% | +15.6% | -48.7% | -35.2% |
| 6M | -7.5% | +17.8% | -25.3% | -10.8% |
| YTD | +39.3% | +37.5% | +1.8% | +29.3% |
| 1Y | +34.3% | +31.2% | +3.1% | +25.8% |
| 3Y | +296.2% | +96.6% | +199.6% | +212.6% |
| 5Y | +1,504.6% | +64.9% | +1,439.7% | +1,078.7% |
| All | +1,504.6% | +64.0% | +1,440.6% | +1,078.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling