+3,565.2%
MOD vs BN
+15,251.3%
-11,686.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +9.6% | -2.5% | +12.1% | +11.2% |
| 30D | 0.0% | -9.5% | +9.5% | +6.1% |
| 3M | -35.4% | -10.4% | -25.0% | -31.1% |
| 6M | -7.3% | -6.4% | -0.9% | -3.1% |
| YTD | +45.8% | -11.9% | +57.7% | +57.3% |
| 1Y | +43.1% | -8.6% | +51.8% | +52.2% |
| 3Y | +297.7% | +77.6% | +220.1% | +195.8% |
| 5Y | +1,478.8% | +37.0% | +1,441.7% | +1,234.1% |
| 10Y | +1,633.4% | +266.4% | +1,367.0% | +753.6% |
| All | +3,565.2% | +15,251.3% | -11,686.1% | +632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling