+124.3%
MOD vs BEN
+56.2%
+68.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.9% | -2.4% | -4.3% |
| 7D | -34.2% | -0.4% | -33.8% | -34.4% |
| 30D | -51.9% | -0.7% | -51.2% | -52.0% |
| 3M | -53.0% | -6.8% | -46.2% | -51.3% |
| 6M | -66.4% | +7.9% | -74.2% | -68.1% |
| YTD | -31.5% | +39.6% | -71.1% | -44.6% |
| 1Y | -39.6% | +48.5% | -88.1% | -52.9% |
| All | +124.3% | +56.2% | +68.2% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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