+91.0%
BKNG vs MOD
+1,517.1%
-1,426.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.3% |
| 7D | -13.1% | +3.6% | -16.7% | -13.6% |
| 30D | -18.5% | -2.6% | -15.9% | -18.4% |
| 3M | +5.8% | -33.1% | +38.9% | +11.0% |
| 6M | -2.1% | -7.5% | +5.4% | -4.2% |
| YTD | -18.6% | +39.3% | -57.9% | -27.2% |
| 1Y | -21.7% | +34.3% | -55.9% | -30.4% |
| 3Y | +40.9% | +296.2% | -255.3% | -13.1% |
| 5Y | +91.0% | +1,504.6% | -1,413.6% | -30.4% |
| All | +91.0% | +1,517.1% | -1,426.2% | -30.4% |
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