+44.2%
BMY vs MOD
+129.0%
-84.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.0% |
| 7D | +1.8% | -17.8% | +19.6% | +1.3% |
| 30D | +6.2% | -43.2% | +49.5% | +5.1% |
| 3M | -2.1% | -46.0% | +43.9% | -3.2% |
| 6M | +14.3% | -62.2% | +76.5% | +12.4% |
| YTD | +21.6% | -22.8% | +44.4% | +21.2% |
| 1Y | +38.8% | -35.5% | +74.3% | +38.0% |
| All | +44.2% | +129.0% | -84.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling