+524.5%
MOD vs DGX
+9,708.6%
-9,184.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | +1.2% | +7.1% | +7.8% |
| 30D | -38.2% | +11.2% | -49.4% | -40.8% |
| 3M | -46.2% | +9.3% | -55.5% | -48.4% |
| 6M | -62.5% | +37.4% | -99.9% | -67.4% |
| YTD | -20.1% | +51.6% | -71.7% | -33.3% |
| 1Y | -29.7% | +39.3% | -69.0% | -39.4% |
| 3Y | +136.2% | +106.1% | +30.1% | +69.9% |
| 5Y | +820.4% | +92.2% | +728.2% | +575.8% |
| 10Y | +839.8% | +286.6% | +553.2% | +409.8% |
| All | +524.5% | +9,708.6% | -9,184.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling