+966.8%
MOD vs BB
+33.0%
+933.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.4% | +8.7% |
| 7D | -13.9% | +15.0% | -28.9% | -16.8% |
| 30D | -41.5% | +3.5% | -45.0% | -42.2% |
| 3M | -45.7% | +2.7% | -48.4% | -46.6% |
| 6M | -61.1% | +44.7% | -105.9% | -65.0% |
| YTD | -20.5% | +143.3% | -163.8% | -36.8% |
| 1Y | -32.1% | +102.2% | -134.3% | -43.9% |
| 3Y | +146.5% | +156.1% | -9.7% | +85.4% |
| 5Y | +812.7% | -17.6% | +830.3% | +720.4% |
| 10Y | +966.8% | +29.0% | +937.9% | +540.1% |
| All | +966.8% | +33.0% | +933.8% | +540.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling