+1,810.3%
MOD vs DTE
+3,584.1%
-1,773.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.5% |
| 7D | -13.9% | +1.8% | -15.8% | -15.0% |
| 30D | -41.5% | +9.0% | -50.6% | -44.7% |
| 3M | -45.7% | -0.2% | -45.5% | -46.0% |
| 6M | -61.1% | +0.1% | -61.2% | -61.6% |
| YTD | -20.5% | +10.0% | -30.5% | -26.2% |
| 1Y | -32.1% | +4.7% | -36.8% | -35.1% |
| 3Y | +146.5% | +55.7% | +90.8% | +80.7% |
| 5Y | +812.7% | +45.1% | +767.6% | +583.6% |
| 10Y | +966.8% | +145.1% | +821.7% | +455.2% |
| All | +1,810.3% | +3,584.1% | -1,773.7% | +239.2% |
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