+87.3%
BTDR vs MOD
+148.6%
-61.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.9% | 0.0% | +3.6% |
| 7D | +7.1% | -13.9% | +21.1% | +16.8% |
| 30D | -31.4% | -41.5% | +10.2% | -3.8% |
| 3M | -39.2% | -45.7% | +6.5% | -11.3% |
| 6M | -50.9% | -61.1% | +10.2% | -13.9% |
| YTD | -41.0% | -20.5% | -20.5% | -37.6% |
| 1Y | -69.9% | -32.1% | -37.8% | -64.9% |
| 3Y | +87.3% | +146.5% | -59.2% | -71.0% |
| All | +87.3% | +148.6% | -61.3% | -71.0% |
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