+820.4%
MOD vs BEN
+32.3%
+788.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.2% | +7.2% | +1.1% | +3.7% |
| 30D | -38.2% | +14.1% | -52.3% | -43.6% |
| 3M | -46.2% | +9.9% | -56.1% | -49.7% |
| 6M | -62.5% | +17.4% | -79.9% | -66.5% |
| YTD | -20.1% | +57.3% | -77.4% | -41.2% |
| 1Y | -29.7% | +66.9% | -96.6% | -50.2% |
| 3Y | +136.2% | +85.7% | +50.5% | +48.3% |
| 5Y | +820.4% | +31.2% | +789.1% | +561.0% |
| All | +820.4% | +32.3% | +788.0% | +561.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling