+1,082.7%
MOD vs BEN
+28.2%
+1,054.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.4% | +27.6% |
| 7D | +40.4% | +6.8% | +33.6% | +34.8% |
| 30D | -14.0% | +18.0% | -32.0% | -23.3% |
| 3M | -33.3% | +7.5% | -40.8% | -36.7% |
| 6M | -51.4% | +14.7% | -66.1% | -55.8% |
| YTD | +1.6% | +56.1% | -54.5% | -24.9% |
| 1Y | +5.4% | +69.6% | -64.2% | -26.3% |
| 3Y | +191.0% | +87.7% | +103.3% | +81.3% |
| All | +1,082.7% | +28.2% | +1,054.5% | +762.6% |
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 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