+1,376.8%
BAC vs MOD
+3,565.2%
-2,188.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.8% |
| 7D | +0.6% | +9.6% | -9.0% | -2.0% |
| 30D | -0.9% | 0.0% | -0.9% | -1.3% |
| 3M | +16.3% | -35.4% | +51.7% | +28.6% |
| 6M | +26.0% | -7.3% | +33.2% | +23.1% |
| YTD | +15.2% | +45.8% | -30.6% | -2.6% |
| 1Y | +26.5% | +43.1% | -16.6% | +5.3% |
| 3Y | +132.4% | +297.7% | -165.3% | +26.2% |
| 5Y | +72.6% | +1,478.8% | -1,406.2% | -43.2% |
| 10Y | +389.7% | +1,633.4% | -1,243.7% | +25.9% |
| All | +1,376.8% | +3,565.2% | -2,188.4% | +157.2% |
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