+46.5%
BKNG vs MOD
+312.9%
-266.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.6% |
| 7D | -7.9% | +6.3% | -14.2% | -8.3% |
| 30D | -15.9% | -1.7% | -14.3% | -15.9% |
| 3M | +11.1% | -30.1% | +41.2% | +14.1% |
| 6M | -0.7% | +2.7% | -3.4% | -3.6% |
| YTD | -15.4% | +44.1% | -59.5% | -22.1% |
| 1Y | -18.5% | +38.7% | -57.3% | -25.5% |
| 3Y | +46.5% | +309.8% | -263.3% | +1.5% |
| All | +46.5% | +312.9% | -266.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling