-32.6%
MOD vs BRKR
+65.8%
-98.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +12.9% | -34.3% | -23.8% |
| 7D | -31.3% | +2.9% | -34.2% | -31.6% |
| 30D | -46.1% | -0.1% | -46.0% | -46.1% |
| 3M | -51.1% | +26.9% | -78.1% | -54.1% |
| 6M | -62.1% | +75.6% | -137.6% | -69.9% |
| YTD | -26.2% | +35.8% | -62.0% | -40.6% |
| 1Y | -32.6% | +58.6% | -91.2% | -50.7% |
| All | -32.6% | +65.8% | -98.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling