+1.0%
BBY vs MOD
+832.8%
-831.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +9.9% | -3.2% | +5.4% |
| 7D | +10.5% | -13.9% | +24.5% | +11.9% |
| 30D | +22.1% | -41.5% | +63.7% | +30.1% |
| 3M | +31.0% | -45.7% | +76.7% | +40.3% |
| 6M | +83.2% | -61.1% | +144.3% | +103.3% |
| YTD | +65.1% | -20.5% | +85.6% | +57.1% |
| 1Y | +41.6% | -32.1% | +73.8% | +38.1% |
| 3Y | +95.6% | +146.5% | -50.9% | +30.1% |
| 5Y | +1.0% | +812.7% | -811.7% | -55.0% |
| All | +1.0% | +832.8% | -831.8% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling