-33.6%
BTDR vs MOD
+832.8%
-866.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.9% | 0.0% | +5.5% |
| 7D | +7.1% | -13.9% | +21.1% | +14.0% |
| 30D | -31.4% | -41.5% | +10.2% | -13.2% |
| 3M | -39.2% | -45.7% | +6.5% | -20.8% |
| 6M | -50.9% | -61.1% | +10.2% | -27.3% |
| YTD | -41.0% | -20.5% | -20.5% | -35.4% |
| 1Y | -69.9% | -32.1% | -37.8% | -65.0% |
| 3Y | +87.3% | +146.5% | -59.2% | +74.0% |
| 5Y | -33.6% | +812.7% | -846.4% | -38.0% |
| All | -33.6% | +832.8% | -866.4% | -38.0% |
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 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