+124.3%
MOD vs BN
+92.4%
+31.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -4.4% |
| 7D | -34.2% | +5.7% | -39.9% | -39.1% |
| 30D | -51.9% | +12.0% | -63.9% | -58.2% |
| 3M | -53.0% | -6.1% | -47.0% | -51.2% |
| 6M | -66.4% | -8.6% | -57.8% | -64.1% |
| YTD | -31.5% | -8.5% | -23.0% | -28.0% |
| 1Y | -39.6% | -8.4% | -31.1% | -35.8% |
| All | +124.3% | +92.4% | +31.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling