+19.7%
BAC vs MOD
+720.4%
-700.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -2.6% |
| 7D | -2.7% | -34.2% | +31.5% | +2.8% |
| 30D | -8.0% | -51.9% | +43.9% | +1.6% |
| 3M | -20.9% | -53.0% | +32.1% | -12.7% |
| 6M | -5.4% | -66.4% | +61.0% | +8.5% |
| YTD | -8.1% | -31.5% | +23.5% | -7.7% |
| 1Y | -3.1% | -39.6% | +36.5% | -1.4% |
| 3Y | +88.1% | +116.8% | -28.7% | +36.9% |
| 5Y | +19.7% | +713.8% | -694.1% | -40.6% |
| All | +19.7% | +720.4% | -700.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling