+1,520.5%
MOD vs DTE
+138.6%
+1,381.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +6.3% | +0.9% | +5.4% | +5.9% |
| 30D | -1.7% | -1.9% | +0.2% | -0.8% |
| 3M | -30.1% | -3.3% | -26.8% | -29.2% |
| 6M | +2.7% | -7.1% | +9.8% | +5.8% |
| YTD | +44.1% | +8.1% | +36.0% | +37.2% |
| 1Y | +38.7% | +5.3% | +33.5% | +34.0% |
| 3Y | +309.8% | +48.2% | +261.6% | +221.6% |
| 5Y | +1,569.7% | +33.2% | +1,536.5% | +1,267.4% |
| 10Y | +1,520.5% | +137.5% | +1,383.0% | +893.6% |
| All | +1,520.5% | +138.6% | +1,381.9% | +893.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling