+30.7%
BP vs MOD
-37.3%
+68.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.3% |
| 7D | -11.6% | -25.5% | +13.9% | -12.0% |
| 30D | 0.0% | -49.0% | +49.0% | -1.6% |
| 3M | +6.7% | -49.8% | +56.6% | +5.0% |
| 6M | +2.2% | -64.8% | +66.9% | +0.3% |
| YTD | +33.0% | -27.6% | +60.6% | +27.1% |
| 1Y | +30.7% | -35.2% | +65.9% | +25.5% |
| All | +30.7% | -37.3% | +68.0% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling