+39.2%
BKR vs MOD
+45.0%
-5.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.7% |
| 7D | +1.7% | +9.6% | -7.8% | +0.7% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | -3.6% | -35.4% | +31.8% | +1.0% |
| 6M | +5.0% | -7.3% | +12.3% | +4.4% |
| YTD | +40.9% | +45.8% | -4.9% | +33.6% |
| 1Y | +39.2% | +43.1% | -3.9% | +31.1% |
| All | +39.2% | +45.0% | -5.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling