+84,574.9%
BBY vs MOD
+1,754.9%
+82,820.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.4% |
| 7D | +10.9% | -17.8% | +28.7% | +14.4% |
| 30D | +19.6% | -43.2% | +62.9% | +32.9% |
| 3M | +27.6% | -46.0% | +73.7% | +42.3% |
| 6M | +79.4% | -62.2% | +141.7% | +111.3% |
| YTD | +61.7% | -22.8% | +84.5% | +57.8% |
| 1Y | +40.3% | -35.5% | +75.8% | +41.5% |
| 3Y | +87.9% | +128.2% | -40.4% | +29.8% |
| 5Y | +0.2% | +791.6% | -791.4% | -52.5% |
| 10Y | +274.5% | +886.3% | -611.9% | +47.5% |
| All | +84,574.9% | +1,754.9% | +82,820.0% | +15,134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling