+1,335.7%
BP vs MOD
+3,565.2%
-2,229.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.1% |
| 7D | +3.9% | +9.6% | -5.6% | +2.4% |
| 30D | +7.6% | 0.0% | +7.6% | +7.4% |
| 3M | +0.7% | -35.4% | +36.1% | +6.6% |
| 6M | +15.5% | -7.3% | +22.8% | +13.7% |
| YTD | +30.8% | +45.8% | -15.0% | +18.8% |
| 1Y | +34.3% | +43.1% | -8.8% | +20.9% |
| 3Y | +35.1% | +297.7% | -262.6% | -4.4% |
| 5Y | +126.8% | +1,478.8% | -1,351.9% | +21.4% |
| 10Y | +123.4% | +1,633.4% | -1,510.0% | +5.1% |
| All | +1,335.7% | +3,565.2% | -2,229.6% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling