+254.3%
BNY vs MOD
+138.1%
+116.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | +1.2% | -17.8% | +19.1% | +2.8% |
| 30D | +6.4% | -43.2% | +49.6% | +12.1% |
| 3M | -4.8% | -46.0% | +41.3% | +0.6% |
| 6M | +16.8% | -62.2% | +79.0% | +27.1% |
| YTD | +32.5% | -22.8% | +55.3% | +32.1% |
| 1Y | +38.6% | -35.5% | +74.1% | +40.5% |
| 3Y | +254.3% | +128.2% | +126.1% | +183.8% |
| All | +254.3% | +138.1% | +116.2% | +183.8% |
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