+84.3%
BKR vs MOD
+312.9%
-228.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | +0.4% | +6.3% | -5.9% | -0.7% |
| 30D | +3.9% | -1.7% | +5.5% | +3.9% |
| 3M | -1.1% | -30.1% | +29.1% | +4.1% |
| 6M | +7.6% | +2.7% | +4.9% | +4.7% |
| YTD | +41.9% | +44.1% | -2.2% | +28.8% |
| 1Y | +42.2% | +38.7% | +3.5% | +28.3% |
| 3Y | +84.3% | +309.8% | -225.5% | +38.9% |
| All | +84.3% | +312.9% | -228.7% | +38.9% |
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 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