-69.4%
BTDR vs MOD
-33.0%
-36.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -21.4% | +15.8% | +6.0% |
| 7D | -17.6% | -31.3% | +13.8% | +0.4% |
| 30D | -40.3% | -46.1% | +5.9% | -16.8% |
| 3M | -42.6% | -51.1% | +8.5% | -16.3% |
| 6M | -46.3% | -62.1% | +15.8% | -13.4% |
| YTD | -41.7% | -26.2% | -15.6% | -30.0% |
| 1Y | -69.4% | -32.6% | -36.8% | -63.2% |
| All | -69.4% | -33.0% | -36.4% | -63.2% |
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