+317.0%
MOD vs BB
+290.1%
+26.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -6.4% |
| 7D | -34.2% | -8.9% | -25.2% | -33.2% |
| 30D | -51.9% | -12.6% | -39.2% | -50.9% |
| 3M | -53.0% | -4.1% | -48.9% | -53.1% |
| 6M | -66.4% | +49.5% | -115.8% | -69.5% |
| YTD | -31.5% | +120.8% | -152.4% | -43.0% |
| 1Y | -39.6% | +76.2% | -115.8% | -47.5% |
| 3Y | +116.8% | +123.8% | -7.0% | +73.6% |
| 5Y | +713.8% | -24.3% | +738.1% | +664.4% |
| 10Y | +882.7% | +20.1% | +862.6% | +610.5% |
| All | +317.0% | +290.1% | +26.9% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling