-38.5%
BTDR vs MOD
+815.4%
-854.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.5% | -12.3% | -12.6% |
| 7D | +15.4% | +16.1% | -0.7% | +8.6% |
| 30D | -33.4% | -38.5% | +5.1% | -17.5% |
| 3M | -32.0% | -46.8% | +14.8% | -10.7% |
| 6M | -52.2% | -61.6% | +9.4% | -28.8% |
| YTD | -45.3% | -20.5% | -24.8% | -40.0% |
| 1Y | -56.0% | -28.0% | -28.0% | -49.9% |
| 3Y | +54.4% | +134.9% | -80.5% | +43.9% |
| 5Y | -38.5% | +833.2% | -871.7% | -42.6% |
| All | -38.5% | +815.4% | -854.0% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling