+906.4%
MOD vs BBWI
-43.7%
+950.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +6.7% |
| 7D | -25.5% | -6.2% | -19.4% | -24.4% |
| 30D | -49.0% | +19.9% | -68.9% | -52.5% |
| 3M | -49.8% | +7.1% | -57.0% | -51.9% |
| 6M | -64.8% | +13.7% | -78.4% | -67.4% |
| YTD | -27.6% | +9.6% | -37.2% | -33.4% |
| 1Y | -35.2% | -1.6% | -33.6% | -39.4% |
| 3Y | +137.1% | -25.9% | +163.0% | +135.3% |
| 5Y | +760.3% | -67.8% | +828.1% | +964.6% |
| All | +906.4% | -43.7% | +950.1% | +722.6% |
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