+26.7%
BTDR vs MOD
+1,105.2%
-1,078.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.8% |
| 7D | +22.4% | +6.3% | +16.1% | +19.5% |
| 30D | +16.5% | -1.7% | +18.1% | +17.5% |
| 3M | -31.5% | -30.1% | -1.4% | -20.9% |
| 6M | +74.0% | +2.7% | +71.3% | +72.3% |
| YTD | +13.0% | +44.1% | -31.0% | -3.4% |
| 1Y | -0.2% | +38.7% | -39.0% | -12.6% |
| 3Y | +9.9% | +309.8% | -299.9% | -18.8% |
| 5Y | +28.1% | +1,569.7% | -1,541.6% | -5.6% |
| All | +26.7% | +1,105.2% | -1,078.5% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling