+3,565.2%
MOD vs BEN
+4,913.3%
-1,348.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.4% |
| 7D | +9.6% | +0.2% | +9.4% | +9.4% |
| 30D | 0.0% | -0.5% | +0.6% | +0.3% |
| 3M | -35.4% | +9.7% | -45.1% | -38.6% |
| 6M | -7.3% | +33.9% | -41.2% | -21.2% |
| YTD | +45.8% | +49.0% | -3.2% | +16.7% |
| 1Y | +43.1% | +42.1% | +1.0% | +17.1% |
| 3Y | +297.7% | +51.9% | +245.8% | +208.8% |
| 5Y | +1,478.8% | +39.0% | +1,439.7% | +1,159.8% |
| 10Y | +1,633.4% | +57.9% | +1,575.5% | +1,140.7% |
| All | +3,565.2% | +4,913.3% | -1,348.1% | +1,249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling