+1,394.7%
BP vs MOD
+1,673.7%
-279.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -21.4% | +17.3% | -0.9% |
| 7D | -8.4% | -31.3% | +22.9% | -3.3% |
| 30D | +2.2% | -46.1% | +48.3% | +11.6% |
| 3M | +8.8% | -51.1% | +59.9% | +19.9% |
| 6M | -0.5% | -62.1% | +61.5% | +12.2% |
| YTD | +36.2% | -26.2% | +62.4% | +35.8% |
| 1Y | +36.6% | -32.6% | +69.1% | +37.1% |
| 3Y | +48.1% | +133.8% | -85.7% | +12.9% |
| 5Y | +114.3% | +792.8% | -678.5% | +23.8% |
| 10Y | +139.2% | +959.8% | -820.6% | +20.1% |
| All | +1,394.7% | +1,673.7% | -279.1% | +450.4% |
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 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