+1,638.7%
MOD vs BDX
+6,189.4%
-4,550.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | -25.5% | +7.1% | -32.6% | -27.8% |
| 30D | -49.0% | +17.6% | -66.6% | -52.3% |
| 3M | -49.8% | +20.4% | -70.2% | -53.6% |
| 6M | -64.8% | +48.3% | -113.0% | -70.3% |
| YTD | -27.6% | +41.6% | -69.2% | -37.9% |
| 1Y | -35.2% | +55.7% | -90.9% | -46.4% |
| 3Y | +137.1% | +10.6% | +126.5% | +116.8% |
| 5Y | +760.3% | +24.0% | +736.3% | +648.6% |
| 10Y | +938.8% | +84.8% | +854.0% | +657.2% |
| All | +1,638.7% | +6,189.4% | -4,550.7% | +459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling