+1.2%
BBY vs MOD
+1,517.7%
-1,516.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +8.1% | +6.3% | +1.8% | +7.1% |
| 30D | +8.9% | -1.7% | +10.6% | +9.0% |
| 3M | +22.0% | -30.1% | +52.2% | +27.5% |
| 6M | +37.8% | +2.7% | +35.1% | +32.6% |
| YTD | +37.3% | +44.1% | -6.8% | +22.1% |
| 1Y | +21.6% | +38.7% | -17.2% | +7.7% |
| 3Y | +41.5% | +309.8% | -268.3% | -10.4% |
| 5Y | +1.2% | +1,569.7% | -1,568.5% | -59.0% |
| All | +1.2% | +1,517.7% | -1,516.5% | -59.0% |
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