-35.5%
MOD vs BB
+98.3%
-133.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -17.8% | +11.6% | -29.4% | -19.9% |
| 30D | -43.2% | +2.6% | -45.8% | -43.5% |
| 3M | -46.0% | +3.5% | -49.6% | -46.7% |
| 6M | -62.2% | +43.5% | -105.7% | -64.0% |
| YTD | -22.8% | +141.2% | -164.0% | -33.3% |
| 1Y | -35.5% | +97.4% | -132.9% | -40.9% |
| All | -35.5% | +98.3% | -133.7% | -40.9% |
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