+5.4%
MOD vs BB
+99.6%
-94.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.4% | +30.3% | +28.3% |
| 7D | +40.4% | +1.8% | +38.6% | +39.8% |
| 30D | -14.0% | +8.1% | -22.1% | -15.3% |
| 3M | -33.3% | -1.0% | -32.3% | -33.5% |
| 6M | -51.4% | +45.9% | -97.3% | -52.7% |
| YTD | +1.6% | +134.8% | -133.2% | -7.3% |
| 1Y | +5.4% | +104.6% | -99.2% | -2.8% |
| All | +5.4% | +99.6% | -94.2% | -2.8% |
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 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