+23.7%
BBY vs MOD
+45.0%
-21.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +3.1% |
| 7D | +9.5% | +9.6% | -0.1% | +9.4% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | +28.9% | -35.4% | +64.2% | +29.6% |
| 6M | +37.8% | -7.3% | +45.1% | +35.4% |
| YTD | +38.7% | +45.8% | -7.1% | +26.5% |
| 1Y | +23.7% | +43.1% | -19.5% | +14.5% |
| All | +23.7% | +45.0% | -21.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling