+321.2%
MOD vs BN
+77.7%
+243.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | +9.6% | -2.5% | +12.1% | +12.2% |
| 30D | 0.0% | -9.5% | +9.5% | +10.1% |
| 3M | -35.4% | -10.4% | -25.0% | -28.2% |
| 6M | -7.3% | -6.4% | -0.9% | -1.2% |
| YTD | +45.8% | -11.9% | +57.7% | +62.7% |
| 1Y | +43.1% | -8.6% | +51.8% | +55.2% |
| All | +321.2% | +77.7% | +243.5% | +158.3% |
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