+886.3%
MOD vs BN
+280.2%
+606.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -1.9% |
| 7D | -17.8% | +4.3% | -22.1% | -21.5% |
| 30D | -43.2% | +14.3% | -57.5% | -50.0% |
| 3M | -46.0% | -4.1% | -41.9% | -45.3% |
| 6M | -62.2% | -9.7% | -52.6% | -59.9% |
| YTD | -22.8% | -7.1% | -15.7% | -20.1% |
| 1Y | -35.5% | -7.4% | -28.0% | -32.5% |
| 3Y | +128.2% | +102.3% | +25.9% | +38.2% |
| 5Y | +791.6% | +35.9% | +755.7% | +592.9% |
| 10Y | +886.3% | +289.2% | +597.1% | +414.9% |
| All | +886.3% | +280.2% | +606.1% | +414.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling