+966.8%
MOD vs BBWI
-41.3%
+1,008.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.3% |
| 7D | -13.9% | -6.2% | -7.8% | -12.6% |
| 30D | -41.5% | +25.5% | -67.0% | -46.3% |
| 3M | -45.7% | +8.0% | -53.7% | -48.1% |
| 6M | -61.1% | +12.7% | -73.8% | -63.9% |
| YTD | -20.5% | +11.6% | -32.1% | -27.2% |
| 1Y | -32.1% | -0.9% | -31.2% | -36.6% |
| 3Y | +146.5% | -22.7% | +169.2% | +141.5% |
| 5Y | +812.7% | -67.2% | +879.9% | +1,023.1% |
| 10Y | +966.8% | -43.7% | +1,010.5% | +796.5% |
| All | +966.8% | -41.3% | +1,008.1% | +796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling