+1,530.3%
MOD vs BB
-30.6%
+1,560.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -5.6% | +15.2% | +11.2% |
| 30D | 0.0% | -11.8% | +11.8% | +3.2% |
| 3M | -35.4% | -25.5% | -9.8% | -31.3% |
| 6M | -7.3% | +121.3% | -128.5% | -26.9% |
| YTD | +45.8% | +103.2% | -57.4% | +17.3% |
| 1Y | +43.1% | +102.6% | -59.5% | +14.4% |
| 3Y | +297.7% | +37.5% | +260.2% | +228.6% |
| All | +1,530.3% | -30.6% | +1,560.9% | +1,400.7% |
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