+906.4%
MOD vs BN
+271.1%
+635.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.4% |
| 7D | -25.5% | +5.3% | -30.9% | -29.9% |
| 30D | -49.0% | +11.9% | -60.9% | -54.4% |
| 3M | -49.8% | -5.7% | -44.1% | -48.6% |
| 6M | -64.8% | -10.6% | -54.2% | -62.3% |
| YTD | -27.6% | -9.4% | -18.3% | -23.8% |
| 1Y | -35.2% | -8.8% | -26.4% | -31.5% |
| 3Y | +137.1% | +95.6% | +41.5% | +47.2% |
| 5Y | +760.3% | +30.2% | +730.1% | +590.0% |
| All | +906.4% | +271.1% | +635.3% | +420.9% |
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