+17.6%
BND vs MOD
+1,005.7%
-988.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.8% | 0.0% |
| 7D | +0.4% | -13.9% | +14.3% | +0.5% |
| 30D | +2.0% | -41.5% | +43.5% | +2.2% |
| 3M | -0.4% | -45.7% | +45.4% | -0.1% |
| 6M | -0.9% | -61.1% | +60.2% | -0.6% |
| YTD | -0.3% | -20.5% | +20.2% | -0.3% |
| 1Y | 0.0% | -32.1% | +32.1% | +0.1% |
| 3Y | +15.1% | +146.5% | -131.4% | +14.4% |
| 5Y | -1.5% | +812.7% | -814.2% | -2.6% |
| 10Y | +17.6% | +966.8% | -949.2% | +14.3% |
| All | +17.6% | +1,005.7% | -988.1% | +14.3% |
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