+140.1%
BP vs MOD
+822.6%
-682.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +16.1% | -13.6% | +0.3% |
| 30D | -5.6% | -38.5% | +32.9% | +0.3% |
| 3M | +8.0% | -46.8% | +54.9% | +16.4% |
| 6M | +5.7% | -61.6% | +67.3% | +17.7% |
| YTD | +36.8% | -20.5% | +57.4% | +33.6% |
| 1Y | +30.7% | -28.0% | +58.7% | +28.8% |
| 3Y | +51.6% | +134.9% | -83.3% | +11.3% |
| 5Y | +112.2% | +833.2% | -720.9% | +10.7% |
| All | +140.1% | +822.6% | -682.5% | +12.0% |
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