+3,565.2%
MOD vs BDX
+5,351.6%
-1,786.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | +9.6% | -2.5% | +12.1% | +10.6% |
| 30D | 0.0% | +8.3% | -8.2% | -2.9% |
| 3M | -35.4% | +24.4% | -59.8% | -41.0% |
| 6M | -7.3% | +9.2% | -16.5% | -11.4% |
| YTD | +45.8% | +22.7% | +23.1% | +33.1% |
| 1Y | +43.1% | +25.9% | +17.3% | +29.2% |
| 3Y | +297.7% | -10.5% | +308.1% | +297.6% |
| 5Y | +1,478.8% | +1.9% | +1,476.8% | +1,388.9% |
| 10Y | +1,633.4% | +58.7% | +1,574.7% | +1,249.0% |
| All | +3,565.2% | +5,351.6% | -1,786.3% | +1,155.5% |
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