+66.9%
BMY vs MOD
+1,642.7%
-1,575.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.0% |
| 7D | +0.4% | +9.6% | -9.2% | 0.0% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | +19.4% | -35.4% | +54.8% | +21.0% |
| 6M | +9.5% | -7.3% | +16.8% | +9.1% |
| YTD | +28.1% | +45.8% | -17.7% | +25.1% |
| 1Y | +50.0% | +43.1% | +6.8% | +46.2% |
| 3Y | +24.1% | +297.7% | -273.6% | +11.6% |
| 5Y | +25.0% | +1,478.8% | -1,453.8% | +0.8% |
| All | +66.9% | +1,642.7% | -1,575.8% | +25.4% |
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