+886.3%
MOD vs DTE
+146.7%
+739.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -17.8% | +3.5% | -21.4% | -19.3% |
| 30D | -43.2% | +9.5% | -52.8% | -45.9% |
| 3M | -46.0% | +2.5% | -48.6% | -46.9% |
| 6M | -62.2% | +0.6% | -62.8% | -62.7% |
| YTD | -22.8% | +10.5% | -33.3% | -27.6% |
| 1Y | -35.5% | +3.3% | -38.8% | -37.4% |
| 3Y | +128.2% | +56.3% | +72.0% | +73.5% |
| 5Y | +791.6% | +44.9% | +746.7% | +592.6% |
| 10Y | +886.3% | +149.2% | +737.1% | +463.1% |
| All | +886.3% | +146.7% | +739.6% | +463.1% |
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