+314.7%
MOD vs BDX
-6.8%
+321.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | +9.6% | -2.5% | +12.1% | +9.7% |
| 30D | 0.0% | +8.3% | -8.2% | -0.4% |
| 3M | -35.4% | +24.4% | -59.8% | -36.8% |
| 6M | -7.3% | +9.2% | -16.5% | -7.4% |
| YTD | +45.8% | +22.7% | +23.1% | +43.2% |
| 1Y | +43.1% | +25.9% | +17.3% | +40.1% |
| All | +314.7% | -6.8% | +321.5% | +324.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling