+39.2%
BMY vs MOD
-37.3%
+76.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -1.3% |
| 7D | -0.5% | -25.5% | +25.0% | -1.7% |
| 30D | +4.1% | -49.0% | +53.1% | +2.0% |
| 3M | -2.1% | -49.8% | +47.7% | -4.1% |
| 6M | +12.2% | -64.8% | +77.0% | +9.1% |
| YTD | +20.3% | -27.6% | +48.0% | +21.0% |
| 1Y | +39.2% | -35.2% | +74.4% | +39.5% |
| All | +39.2% | -37.3% | +76.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling