+13,325.9%
BLK vs MOD
+1,032.0%
+12,293.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.3% |
| 7D | -3.6% | +9.6% | -13.2% | -5.6% |
| 30D | -1.0% | 0.0% | -1.0% | -1.3% |
| 3M | +10.4% | -35.4% | +45.7% | +19.7% |
| 6M | +8.2% | -7.3% | +15.4% | +6.8% |
| YTD | +6.0% | +45.8% | -39.8% | -6.5% |
| 1Y | +3.3% | +43.1% | -39.8% | -9.8% |
| 3Y | +70.3% | +297.7% | -227.4% | +7.5% |
| 5Y | +34.5% | +1,478.8% | -1,444.3% | -41.9% |
| 10Y | +281.9% | +1,633.4% | -1,351.5% | +34.3% |
| All | +13,325.9% | +1,032.0% | +12,293.9% | +3,337.7% |
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