+321.2%
MOD vs DOC
+20.8%
+300.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | +9.6% | -1.5% | +11.1% | +10.1% |
| 30D | 0.0% | -4.8% | +4.8% | +1.5% |
| 3M | -35.4% | +6.9% | -42.3% | -37.4% |
| 6M | -7.3% | +20.7% | -28.0% | -14.4% |
| YTD | +45.8% | +34.1% | +11.7% | +27.7% |
| 1Y | +43.1% | +22.6% | +20.5% | +30.8% |
| All | +321.2% | +20.8% | +300.4% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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