+237.7%
BAC vs MOD
+920.5%
-682.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | +2.1% | -17.8% | +19.9% | +5.1% |
| 30D | -6.7% | -43.2% | +36.5% | +3.2% |
| 3M | -20.2% | -46.0% | +25.8% | -11.4% |
| 6M | -0.2% | -62.2% | +62.0% | +17.1% |
| YTD | -6.4% | -22.8% | +16.4% | -7.6% |
| 1Y | -3.1% | -35.5% | +32.4% | -1.4% |
| 3Y | +96.7% | +128.2% | -31.5% | +35.1% |
| 5Y | +21.3% | +791.6% | -770.3% | -45.2% |
| 10Y | +237.7% | +886.3% | -648.6% | +31.0% |
| All | +237.7% | +920.5% | -682.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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