+146.5%
MOD vs BEN
+77.1%
+69.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.5% | +5.9% |
| 7D | -13.9% | +12.2% | -26.1% | -20.2% |
| 30D | -41.5% | +12.1% | -53.6% | -45.7% |
| 3M | -45.7% | +7.3% | -53.0% | -48.2% |
| 6M | -61.1% | +17.9% | -79.0% | -65.0% |
| YTD | -20.5% | +55.4% | -75.9% | -39.7% |
| 1Y | -32.1% | +69.3% | -101.5% | -51.1% |
| 3Y | +146.5% | +82.8% | +63.6% | +61.6% |
| All | +146.5% | +77.1% | +69.3% | +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