+966.8%
MOD vs DTE
+138.9%
+827.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.8% |
| 7D | -13.9% | +1.8% | -15.8% | -14.8% |
| 30D | -41.5% | +9.0% | -50.6% | -44.1% |
| 3M | -45.7% | -0.2% | -45.5% | -45.9% |
| 6M | -61.1% | +0.1% | -61.2% | -61.5% |
| YTD | -20.5% | +10.0% | -30.5% | -25.3% |
| 1Y | -32.1% | +4.7% | -36.8% | -34.5% |
| 3Y | +146.5% | +55.7% | +90.8% | +87.9% |
| 5Y | +812.7% | +45.1% | +767.6% | +608.6% |
| 10Y | +966.8% | +145.1% | +821.7% | +538.9% |
| All | +966.8% | +138.9% | +827.9% | +538.9% |
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