+137.1%
MOD vs BEN
+63.5%
+73.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +2.9% |
| 7D | -25.5% | +6.6% | -32.2% | -28.9% |
| 30D | -49.0% | +3.8% | -52.9% | -50.4% |
| 3M | -49.8% | +0.2% | -50.0% | -50.1% |
| 6M | -64.8% | +10.4% | -75.2% | -67.0% |
| YTD | -27.6% | +46.2% | -73.8% | -43.0% |
| 1Y | -35.2% | +52.3% | -87.5% | -50.2% |
| 3Y | +137.1% | +65.9% | +71.2% | +66.3% |
| All | +137.1% | +63.5% | +73.6% | +66.3% |
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