+58.2%
BMY vs MOD
+920.5%
-862.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.1% |
| 7D | +1.8% | -17.8% | +19.6% | +2.2% |
| 30D | +6.2% | -43.2% | +49.5% | +7.9% |
| 3M | -2.1% | -46.0% | +43.9% | -0.6% |
| 6M | +14.3% | -62.2% | +76.5% | +17.2% |
| YTD | +21.6% | -22.8% | +44.4% | +20.9% |
| 1Y | +38.8% | -35.5% | +74.3% | +38.7% |
| 3Y | +42.9% | +128.2% | -85.3% | +30.4% |
| 5Y | +30.1% | +791.6% | -761.6% | +6.4% |
| 10Y | +58.2% | +886.3% | -828.1% | +22.5% |
| All | +58.2% | +920.5% | -862.3% | +22.5% |
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 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