+729.7%
BKNG vs MOD
+422.0%
+307.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | +16.1% | -20.6% | -7.8% |
| 30D | +2.3% | -38.5% | +40.9% | +12.0% |
| 3M | -23.9% | -46.8% | +23.0% | -14.6% |
| 6M | +0.9% | -61.6% | +62.5% | +18.8% |
| YTD | -24.2% | -20.5% | -3.7% | -27.0% |
| 1Y | -21.4% | -28.0% | +6.6% | -23.2% |
| 3Y | +34.2% | +134.9% | -100.7% | -11.6% |
| 5Y | +68.3% | +833.2% | -764.9% | -26.3% |
| 10Y | +167.8% | +834.8% | -667.0% | -4.1% |
| All | +729.7% | +422.0% | +307.7% | +152.1% |
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