+27.4%
BP vs MOD
-33.2%
+60.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.6% |
| 7D | -0.8% | +8.2% | -9.0% | -0.7% |
| 30D | -3.1% | -38.2% | +35.0% | -4.4% |
| 3M | +6.2% | -46.2% | +52.4% | +4.4% |
| 6M | +4.8% | -62.5% | +67.3% | +2.8% |
| YTD | +35.2% | -20.1% | +55.3% | +29.4% |
| 1Y | +27.4% | -29.7% | +57.1% | +22.4% |
| All | +27.4% | -33.2% | +60.6% | +22.4% |
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