+753.4%
MOD vs BB
-20.8%
+774.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +4.6% |
| 7D | -25.5% | +3.8% | -29.3% | -26.6% |
| 30D | -49.0% | -0.3% | -48.7% | -49.2% |
| 3M | -49.8% | -0.5% | -49.4% | -50.4% |
| 6M | -64.8% | +45.9% | -110.7% | -69.0% |
| YTD | -27.6% | +130.6% | -158.2% | -44.4% |
| 1Y | -35.2% | +89.2% | -124.4% | -47.6% |
| 3Y | +137.1% | +137.5% | -0.4% | +70.9% |
| All | +753.4% | -20.8% | +774.3% | +663.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling