+821.2%
MOD vs BAM
+78.0%
+743.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.8% |
| 7D | +9.6% | -2.0% | +11.6% | +11.2% |
| 30D | 0.0% | -2.9% | +2.9% | +1.9% |
| 3M | -35.4% | +9.4% | -44.8% | -40.6% |
| 6M | -7.3% | +10.8% | -18.0% | -15.6% |
| YTD | +45.8% | -0.4% | +46.2% | +43.0% |
| 1Y | +43.1% | -10.9% | +54.0% | +53.7% |
| 3Y | +297.7% | +61.3% | +236.4% | +180.6% |
| All | +821.2% | +78.0% | +743.3% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling