+88.7%
BAC vs MOD
+116.8%
-28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -2.8% |
| 7D | -2.7% | -34.2% | +31.5% | +1.5% |
| 30D | -8.0% | -51.9% | +43.9% | -0.5% |
| 3M | -20.9% | -53.0% | +32.1% | -14.5% |
| 6M | -5.4% | -66.4% | +61.0% | +5.4% |
| YTD | -8.1% | -31.5% | +23.5% | -8.1% |
| 1Y | -3.1% | -39.6% | +36.5% | -2.0% |
| All | +88.7% | +116.8% | -28.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling