+95.6%
BBY vs MOD
+148.6%
-53.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.9% | -3.2% | +5.9% |
| 7D | +10.5% | -13.9% | +24.5% | +11.3% |
| 30D | +22.1% | -41.5% | +63.7% | +27.3% |
| 3M | +31.0% | -45.7% | +76.7% | +37.0% |
| 6M | +83.2% | -61.1% | +144.3% | +96.5% |
| YTD | +65.1% | -20.5% | +85.6% | +56.2% |
| 1Y | +41.6% | -32.1% | +73.8% | +36.9% |
| 3Y | +95.6% | +146.5% | -50.9% | +22.7% |
| All | +95.6% | +148.6% | -53.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling