+76.1%
BND vs MOD
+336.7%
-260.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.1% |
| 7D | 0.0% | -25.5% | +25.6% | 0.0% |
| 30D | +2.3% | -49.0% | +51.3% | +2.1% |
| 3M | -0.2% | -49.8% | +49.6% | -0.4% |
| 6M | -1.0% | -64.8% | +63.8% | -1.3% |
| YTD | -0.4% | -27.6% | +27.3% | -0.4% |
| 1Y | -0.1% | -35.2% | +35.1% | -0.1% |
| 3Y | +15.1% | +137.1% | -122.0% | +16.0% |
| 5Y | -1.5% | +760.3% | -761.8% | +0.2% |
| 10Y | +16.0% | +938.8% | -922.8% | +18.6% |
| All | +76.1% | +336.7% | -260.6% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling