+177.0%
BKNG vs MOD
+822.6%
-645.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | +16.1% | -20.6% | -6.7% |
| 30D | +2.3% | -38.5% | +40.9% | +9.0% |
| 3M | -23.9% | -46.8% | +23.0% | -17.4% |
| 6M | +0.9% | -61.6% | +62.5% | +13.5% |
| YTD | -24.2% | -20.5% | -3.7% | -26.9% |
| 1Y | -21.4% | -28.0% | +6.6% | -23.3% |
| 3Y | +34.2% | +134.9% | -100.7% | -5.1% |
| 5Y | +68.3% | +833.2% | -764.9% | -15.3% |
| All | +177.0% | +822.6% | -645.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling