+3,565.2%
MOD vs DTE
+3,490.8%
+74.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | +9.6% | +0.2% | +9.4% | +9.5% |
| 30D | 0.0% | -2.6% | +2.6% | +1.5% |
| 3M | -35.4% | -3.9% | -31.5% | -34.2% |
| 6M | -7.3% | -7.9% | +0.6% | -3.5% |
| YTD | +45.8% | +7.2% | +38.6% | +38.3% |
| 1Y | +43.1% | +3.1% | +40.1% | +39.0% |
| 3Y | +297.7% | +47.6% | +250.1% | +202.0% |
| 5Y | +1,478.8% | +32.7% | +1,446.0% | +1,153.6% |
| 10Y | +1,633.4% | +138.8% | +1,494.6% | +820.0% |
| All | +3,565.2% | +3,490.8% | +74.5% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling