+886.3%
MOD vs BBWI
-44.4%
+930.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -17.8% | -4.2% | -13.6% | -17.0% |
| 30D | -43.2% | +24.9% | -68.1% | -47.7% |
| 3M | -46.0% | +13.2% | -59.3% | -49.2% |
| 6M | -62.2% | +12.1% | -74.4% | -64.8% |
| YTD | -22.8% | +11.1% | -33.9% | -29.2% |
| 1Y | -35.5% | +0.7% | -36.2% | -40.0% |
| 3Y | +128.2% | -23.8% | +152.0% | +124.6% |
| 5Y | +791.6% | -66.9% | +858.5% | +993.9% |
| 10Y | +886.3% | -45.3% | +931.7% | +758.8% |
| All | +886.3% | -44.4% | +930.7% | +758.8% |
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