+38.9%
MOD vs BDX
+21.5%
+17.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.5% |
| 7D | +6.3% | -4.3% | +10.6% | +5.8% |
| 30D | -1.7% | +1.3% | -2.9% | -1.4% |
| 3M | -30.1% | +20.2% | -50.4% | -30.0% |
| 6M | +2.7% | +8.6% | -5.9% | +6.1% |
| YTD | +44.1% | +19.0% | +25.1% | +47.7% |
| All | +38.9% | +21.5% | +17.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling