+237.8%
BBY vs MOD
+1,504.3%
-1,266.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | +8.1% | +6.3% | +1.8% | +6.9% |
| 30D | +8.9% | -1.7% | +10.6% | +9.0% |
| 3M | +22.0% | -30.1% | +52.2% | +28.7% |
| 6M | +37.8% | +2.7% | +35.1% | +32.3% |
| YTD | +37.3% | +44.1% | -6.8% | +21.0% |
| 1Y | +21.6% | +38.7% | -17.2% | +6.7% |
| 3Y | +41.5% | +309.8% | -268.3% | -10.5% |
| 5Y | +1.2% | +1,569.7% | -1,568.5% | -56.3% |
| 10Y | +237.8% | +1,520.5% | -1,282.7% | +23.0% |
| All | +237.8% | +1,504.3% | -1,266.5% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling