+3,565.2%
MOD vs BBWI
+1,034.6%
+2,530.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.2% |
| 7D | +9.6% | +1.5% | +8.1% | +9.0% |
| 30D | 0.0% | -5.2% | +5.2% | +1.2% |
| 3M | -35.4% | +11.1% | -46.5% | -39.0% |
| 6M | -7.3% | -13.4% | +6.1% | -5.5% |
| YTD | +45.8% | +0.1% | +45.7% | +38.8% |
| 1Y | +43.1% | -36.1% | +79.3% | +57.3% |
| 3Y | +297.7% | -44.1% | +341.8% | +339.2% |
| 5Y | +1,478.8% | -66.2% | +1,545.0% | +1,864.3% |
| 10Y | +1,633.4% | -54.8% | +1,688.2% | +1,447.1% |
| All | +3,565.2% | +1,034.6% | +2,530.6% | +1,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling