+291.2%
BNY vs MOD
+312.9%
-21.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +1.5% | +6.3% | -4.9% | +0.8% |
| 30D | +3.3% | -1.7% | +5.0% | +3.4% |
| 3M | +15.3% | -30.1% | +45.4% | +19.1% |
| 6M | +42.5% | +2.7% | +39.8% | +40.0% |
| YTD | +42.0% | +44.1% | -2.0% | +33.8% |
| 1Y | +59.3% | +38.7% | +20.6% | +49.7% |
| 3Y | +291.2% | +309.8% | -18.6% | +199.3% |
| All | +291.2% | +312.9% | -21.7% | +199.3% |
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 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