+130.2%
BP vs MOD
+911.6%
-781.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.2% |
| 7D | -11.6% | -25.5% | +13.9% | -8.3% |
| 30D | 0.0% | -49.0% | +49.0% | +9.0% |
| 3M | +6.7% | -49.8% | +56.6% | +15.9% |
| 6M | +2.2% | -64.8% | +66.9% | +15.2% |
| YTD | +33.0% | -27.6% | +60.6% | +31.7% |
| 1Y | +30.7% | -35.2% | +65.9% | +30.8% |
| 3Y | +44.2% | +137.1% | -92.9% | +5.5% |
| 5Y | +105.1% | +760.3% | -655.1% | +8.8% |
| All | +130.2% | +911.6% | -781.4% | +11.0% |
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