+105.9%
BP vs MOD
+720.4%
-614.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | -1.5% |
| 7D | -11.2% | -34.2% | +22.9% | -8.7% |
| 30D | -0.7% | -51.9% | +51.2% | +4.2% |
| 3M | +9.8% | -53.0% | +62.8% | +15.1% |
| 6M | -1.6% | -66.4% | +64.8% | +5.2% |
| YTD | +33.5% | -31.5% | +65.0% | +31.9% |
| 1Y | +31.7% | -39.6% | +71.3% | +31.2% |
| 3Y | +45.1% | +116.8% | -71.7% | +17.7% |
| 5Y | +105.9% | +713.8% | -607.9% | +36.8% |
| All | +105.9% | +720.4% | -614.4% | +36.8% |
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