+402.5%
BKR vs MOD
+1,754.9%
-1,352.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -9.1% | -17.8% | +8.8% | -5.6% |
| 30D | -15.3% | -43.2% | +27.9% | -5.2% |
| 3M | -25.1% | -46.0% | +21.0% | -15.7% |
| 6M | -24.6% | -62.2% | +37.6% | -9.9% |
| YTD | +6.5% | -22.8% | +29.3% | +7.0% |
| 1Y | -0.6% | -35.5% | +34.9% | +2.9% |
| 3Y | +48.0% | +128.2% | -80.2% | +7.7% |
| 5Y | +122.0% | +791.6% | -669.6% | +11.6% |
| 10Y | +49.3% | +886.3% | -837.0% | -36.3% |
| All | +402.5% | +1,754.9% | -1,352.4% | +58.5% |
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