+892.4%
BKNG vs MOD
+883.7%
+8.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.9% |
| 7D | -6.0% | +9.6% | -15.6% | -8.0% |
| 30D | -6.6% | 0.0% | -6.7% | -7.0% |
| 3M | +15.7% | -35.4% | +51.1% | +25.1% |
| 6M | +14.1% | -7.3% | +21.4% | +11.0% |
| YTD | -9.3% | +45.8% | -55.1% | -22.0% |
| 1Y | -12.8% | +43.1% | -55.9% | -26.0% |
| 3Y | +58.4% | +297.7% | -239.2% | -5.5% |
| 5Y | +114.1% | +1,478.8% | -1,364.6% | -14.8% |
| 10Y | +246.8% | +1,633.4% | -1,386.6% | +9.9% |
| All | +892.4% | +883.7% | +8.7% | +166.9% |
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