+59.3%
BMY vs MOD
+915.9%
-856.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | -2.0% | +8.2% | -10.2% | -2.2% |
| 30D | +9.3% | -38.2% | +47.4% | +10.7% |
| 3M | -0.1% | -46.2% | +46.1% | +1.6% |
| 6M | +15.5% | -62.5% | +78.0% | +18.5% |
| YTD | +21.8% | -20.1% | +41.9% | +21.0% |
| 1Y | +34.9% | -29.7% | +64.6% | +34.4% |
| 3Y | +43.2% | +136.2% | -93.0% | +30.5% |
| 5Y | +30.7% | +820.4% | -789.6% | +6.8% |
| 10Y | +59.3% | +839.8% | -780.5% | +22.3% |
| All | +59.3% | +915.9% | -856.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling