+137.1%
MOD vs BDX
+10.6%
+126.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | -25.5% | +7.1% | -32.6% | -25.1% |
| 30D | -49.0% | +17.6% | -66.6% | -48.8% |
| 3M | -49.8% | +20.4% | -70.2% | -49.7% |
| 6M | -64.8% | +48.3% | -113.0% | -65.5% |
| YTD | -27.6% | +41.6% | -69.2% | -28.3% |
| 1Y | -35.2% | +55.7% | -90.9% | -36.6% |
| 3Y | +137.1% | +10.6% | +126.5% | +136.3% |
| All | +137.1% | +10.6% | +126.5% | +136.3% |
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