+137.1%
BP vs MOD
+827.6%
-690.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.0% |
| 7D | -0.8% | +8.2% | -9.0% | -2.0% |
| 30D | -3.1% | -38.2% | +35.0% | +2.8% |
| 3M | +6.2% | -46.2% | +52.4% | +14.2% |
| 6M | +4.8% | -62.5% | +67.3% | +17.2% |
| YTD | +35.2% | -20.1% | +55.3% | +31.9% |
| 1Y | +27.4% | -29.7% | +57.1% | +26.0% |
| 3Y | +49.8% | +136.2% | -86.4% | +9.9% |
| 5Y | +109.4% | +820.4% | -711.0% | +9.6% |
| All | +137.1% | +827.6% | -690.4% | +10.5% |
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