+128.6%
BP vs MOD
+1,486.5%
-1,357.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | +3.9% | +9.6% | -5.6% | +3.2% |
| 30D | +7.6% | 0.0% | +7.6% | +7.5% |
| 3M | +0.7% | -35.4% | +36.1% | +3.8% |
| 6M | +15.5% | -7.3% | +22.8% | +14.3% |
| YTD | +30.8% | +45.8% | -15.0% | +23.0% |
| 1Y | +34.3% | +43.1% | -8.8% | +25.5% |
| 3Y | +35.1% | +297.7% | -262.6% | +5.3% |
| All | +128.6% | +1,486.5% | -1,357.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling