+60.1%
BMY vs MOD
+1,079.7%
-1,019.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +27.9% | -26.1% | +1.0% |
| 7D | +2.1% | +40.4% | -38.3% | +1.0% |
| 30D | +7.0% | -14.0% | +21.0% | +7.2% |
| 3M | -0.9% | -33.3% | +32.5% | +0.1% |
| 6M | +14.9% | -51.4% | +66.3% | +17.0% |
| YTD | +22.8% | +1.6% | +21.2% | +21.0% |
| 1Y | +36.2% | +5.4% | +30.9% | +33.8% |
| 3Y | +45.7% | +191.0% | -145.3% | +32.0% |
| 5Y | +31.3% | +1,093.1% | -1,061.9% | +6.2% |
| All | +60.1% | +1,079.7% | -1,019.6% | +22.6% |
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