+87.4%
BAC vs MOD
+129.2%
-41.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.3% |
| 7D | -1.2% | -25.5% | +24.4% | +1.6% |
| 30D | -7.7% | -49.0% | +41.3% | -0.8% |
| 3M | -21.2% | -49.8% | +28.7% | -15.4% |
| 6M | -6.8% | -64.8% | +57.9% | +3.2% |
| YTD | -8.7% | -27.6% | +18.9% | -9.3% |
| 1Y | -5.3% | -35.2% | +29.9% | -5.0% |
| 3Y | +87.4% | +137.1% | -49.7% | +32.3% |
| All | +87.4% | +129.2% | -41.8% | +32.3% |
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