+1,075.8%
MOD vs DGX
+8,858.2%
-7,782.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +9.6% | -2.3% | +11.9% | +10.5% |
| 30D | 0.0% | +0.6% | -0.5% | -0.3% |
| 3M | -35.4% | +21.4% | -56.8% | -40.5% |
| 6M | -7.3% | +14.7% | -22.0% | -12.9% |
| YTD | +45.8% | +38.4% | +7.4% | +26.9% |
| 1Y | +43.1% | +34.0% | +9.2% | +25.6% |
| 3Y | +297.7% | +92.7% | +205.0% | +195.2% |
| 5Y | +1,478.8% | +67.7% | +1,411.0% | +1,126.9% |
| 10Y | +1,633.4% | +248.0% | +1,385.4% | +884.1% |
| All | +1,075.8% | +8,858.2% | -7,782.4% | +196.0% |
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