+14,595.6%
BLK vs MOD
+484.2%
+14,111.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | +5.2% | -17.8% | +23.1% | +8.7% |
| 30D | +12.9% | -43.2% | +56.1% | +26.0% |
| 3M | +8.6% | -46.0% | +54.6% | +21.8% |
| 6M | +13.9% | -62.2% | +76.1% | +35.6% |
| YTD | +16.1% | -22.8% | +38.9% | +15.6% |
| 1Y | +15.3% | -35.5% | +50.8% | +18.6% |
| 3Y | +96.5% | +128.2% | -31.7% | +38.3% |
| 5Y | +43.8% | +791.6% | -747.8% | -30.6% |
| 10Y | +316.8% | +886.3% | -569.6% | +63.2% |
| All | +14,595.6% | +484.2% | +14,111.3% | +4,160.3% |
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