+23.8%
BTDR vs MOD
+1,119.7%
-1,095.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +2.2% |
| 7D | +20.0% | +9.6% | +10.4% | +15.7% |
| 30D | +11.9% | 0.0% | +11.9% | +12.2% |
| 3M | -36.9% | -35.4% | -1.6% | -25.0% |
| 6M | +56.5% | -7.3% | +63.8% | +60.8% |
| YTD | +10.4% | +45.8% | -35.4% | -6.0% |
| 1Y | +3.1% | +43.1% | -40.1% | -10.7% |
| 3Y | -2.6% | +297.7% | -300.3% | -28.4% |
| 5Y | +25.2% | +1,478.8% | -1,453.6% | -8.5% |
| All | +23.8% | +1,119.7% | -1,095.9% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling