-13.6%
BKNG vs MOD
-33.0%
+19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -21.4% | +31.3% | +8.2% |
| 7D | +15.6% | -31.3% | +46.9% | +13.3% |
| 30D | +8.0% | -46.1% | +54.1% | +5.1% |
| 3M | -11.8% | -51.1% | +39.4% | -14.3% |
| 6M | +3.8% | -62.1% | +65.8% | +0.4% |
| YTD | -19.6% | -26.2% | +6.6% | -25.4% |
| 1Y | -13.6% | -32.6% | +19.0% | -19.8% |
| All | -13.6% | -33.0% | +19.4% | -19.8% |
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