+906.4%
MOD vs BB
+23.8%
+882.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.7% |
| 7D | -25.5% | +3.8% | -29.3% | -26.4% |
| 30D | -49.0% | -0.3% | -48.7% | -49.2% |
| 3M | -49.8% | -0.5% | -49.4% | -50.3% |
| 6M | -64.8% | +45.9% | -110.7% | -68.4% |
| YTD | -27.6% | +130.6% | -158.2% | -41.9% |
| 1Y | -35.2% | +89.2% | -124.4% | -45.7% |
| 3Y | +137.1% | +137.5% | -0.4% | +81.1% |
| 5Y | +760.3% | -20.9% | +781.2% | +680.0% |
| All | +906.4% | +23.8% | +882.6% | +517.8% |
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