+17.3%
BND vs MOD
+920.5%
-903.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | -0.1% | -17.8% | +17.7% | 0.0% |
| 30D | +1.3% | -43.2% | +44.5% | +1.5% |
| 3M | -0.7% | -46.0% | +45.3% | -0.5% |
| 6M | -1.6% | -62.2% | +60.6% | -1.2% |
| YTD | -1.0% | -22.8% | +21.8% | -1.0% |
| 1Y | -0.7% | -35.5% | +34.8% | -0.6% |
| 3Y | +14.1% | +128.2% | -114.2% | +13.4% |
| 5Y | -1.5% | +791.6% | -793.1% | -2.6% |
| 10Y | +17.3% | +886.3% | -869.0% | +14.0% |
| All | +17.3% | +920.5% | -903.2% | +14.0% |
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