+20.7%
BBY vs MOD
+34.0%
-13.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.4% |
| 7D | +1.2% | +3.6% | -2.4% | +1.2% |
| 30D | +6.8% | -2.6% | +9.4% | +6.7% |
| 3M | +18.7% | -33.1% | +51.9% | +19.2% |
| 6M | +37.3% | -7.5% | +44.8% | +34.6% |
| YTD | +35.3% | +39.3% | -4.0% | +23.6% |
| 1Y | +20.7% | +34.3% | -13.6% | +12.2% |
| All | +20.7% | +34.0% | -13.3% | +12.2% |
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 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