+1,072.4%
BAC vs MOD
+1,544.7%
-472.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -1.6% |
| 7D | -2.7% | -34.2% | +31.5% | +8.0% |
| 30D | -8.0% | -51.9% | +43.9% | +10.9% |
| 3M | -20.9% | -53.0% | +32.1% | -4.8% |
| 6M | -5.4% | -66.4% | +61.0% | +21.7% |
| YTD | -8.1% | -31.5% | +23.5% | -6.1% |
| 1Y | -3.1% | -39.6% | +36.5% | +1.3% |
| 3Y | +88.1% | +116.8% | -28.7% | +19.0% |
| 5Y | +19.7% | +713.8% | -694.1% | -53.5% |
| 10Y | +275.9% | +882.7% | -606.8% | +10.4% |
| All | +1,072.4% | +1,544.7% | -472.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling