-2.9%
BTDR vs MOD
+300.6%
-303.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +1.3% |
| 7D | +20.0% | +9.6% | +10.4% | +13.6% |
| 30D | +11.9% | 0.0% | +11.9% | +12.3% |
| 3M | -36.9% | -35.4% | -1.6% | -18.2% |
| 6M | +56.5% | -7.3% | +63.8% | +59.4% |
| YTD | +10.4% | +45.8% | -35.4% | -18.7% |
| 1Y | +3.1% | +43.1% | -40.1% | -23.0% |
| All | -2.9% | +300.6% | -303.5% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling