+1,530.3%
MOD vs BDX
+1.9%
+1,528.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | +9.6% | -2.5% | +12.1% | +10.1% |
| 30D | 0.0% | +8.3% | -8.2% | -1.6% |
| 3M | -35.4% | +24.4% | -59.8% | -38.8% |
| 6M | -7.3% | +9.2% | -16.5% | -9.0% |
| YTD | +45.8% | +22.7% | +23.1% | +38.4% |
| 1Y | +43.1% | +25.9% | +17.3% | +34.8% |
| 3Y | +297.7% | -10.5% | +308.1% | +314.7% |
| All | +1,530.3% | +1.9% | +1,528.4% | +1,419.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling