+321.2%
MOD vs BAM
+61.4%
+259.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.8% |
| 7D | +9.6% | -2.0% | +11.6% | +11.3% |
| 30D | 0.0% | -2.9% | +2.9% | +2.0% |
| 3M | -35.4% | +9.4% | -44.8% | -41.1% |
| 6M | -7.3% | +10.8% | -18.0% | -16.6% |
| YTD | +45.8% | -0.4% | +46.2% | +42.4% |
| 1Y | +43.1% | -10.9% | +54.0% | +55.0% |
| All | +321.2% | +61.4% | +259.8% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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