+7,388.3%
BNY vs MOD
+1,754.9%
+5,633.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | +1.2% | -17.8% | +19.1% | +4.7% |
| 30D | +6.4% | -43.2% | +49.6% | +19.0% |
| 3M | -4.8% | -46.0% | +41.3% | +7.0% |
| 6M | +16.8% | -62.2% | +79.0% | +39.6% |
| YTD | +32.5% | -22.8% | +55.3% | +31.7% |
| 1Y | +38.6% | -35.5% | +74.1% | +42.3% |
| 3Y | +254.3% | +128.2% | +126.1% | +145.0% |
| 5Y | +192.4% | +791.6% | -599.2% | +36.4% |
| 10Y | +322.4% | +886.3% | -563.9% | +60.3% |
| All | +7,388.3% | +1,754.9% | +5,633.4% | +1,763.3% |
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 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