+127.1%
BKR vs MOD
+818.0%
-690.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.9% |
| 7D | -0.4% | +8.2% | -8.7% | -1.8% |
| 30D | -11.6% | -38.2% | +26.5% | -5.2% |
| 3M | -23.4% | -46.2% | +22.8% | -16.3% |
| 6M | -22.9% | -62.5% | +39.7% | -11.7% |
| YTD | +10.2% | -20.1% | +30.3% | +9.8% |
| 1Y | +2.5% | -29.7% | +32.2% | +3.7% |
| 3Y | +53.1% | +136.2% | -83.1% | +22.8% |
| 5Y | +127.1% | +820.4% | -693.2% | +56.1% |
| All | +127.1% | +818.0% | -690.9% | +56.1% |
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 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