-32.6%
MOD vs BB
+88.0%
-120.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.0% | -28.4% | -22.8% |
| 7D | -31.3% | -6.8% | -24.5% | -30.4% |
| 30D | -46.1% | -3.5% | -42.6% | -45.8% |
| 3M | -51.1% | -1.2% | -49.9% | -51.3% |
| 6M | -62.1% | +57.0% | -119.0% | -64.1% |
| YTD | -26.2% | +131.1% | -157.3% | -35.8% |
| 1Y | -32.6% | +87.6% | -120.1% | -36.4% |
| All | -32.6% | +88.0% | -120.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling