-32.6%
MOD vs BN
-3.9%
-28.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.1% | -27.5% | -25.4% |
| 7D | -31.3% | +12.0% | -43.3% | -38.3% |
| 30D | -46.1% | +17.0% | -63.1% | -53.7% |
| 3M | -51.1% | -3.2% | -47.9% | -49.6% |
| 6M | -62.1% | -3.9% | -58.2% | -60.5% |
| YTD | -26.2% | -5.6% | -20.6% | -26.5% |
| 1Y | -32.6% | -4.7% | -27.8% | -33.1% |
| All | -32.6% | -3.9% | -28.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling