-35.5%
MOD vs BDX
+56.8%
-92.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -3.4% |
| 7D | -17.8% | +7.3% | -25.1% | -14.9% |
| 30D | -43.2% | +15.7% | -58.9% | -40.2% |
| 3M | -46.0% | +19.1% | -65.1% | -42.8% |
| 6M | -62.2% | +44.1% | -106.4% | -59.6% |
| YTD | -22.8% | +42.1% | -64.9% | -14.8% |
| 1Y | -35.5% | +52.6% | -88.1% | -27.5% |
| All | -35.5% | +56.8% | -92.2% | -27.5% |
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