-28.0%
MOD vs BB
+100.9%
-128.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.1% |
| 7D | +16.1% | +9.0% | +7.1% | +14.2% |
| 30D | -38.5% | +7.7% | -46.2% | -39.4% |
| 3M | -46.8% | +4.0% | -50.8% | -47.5% |
| 6M | -61.6% | +46.6% | -108.2% | -63.3% |
| YTD | -20.5% | +140.6% | -161.2% | -30.4% |
| 1Y | -28.0% | +103.1% | -131.1% | -34.5% |
| All | -28.0% | +100.9% | -128.9% | -34.5% |
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