+1,531.9%
MOD vs BRKR
+155.3%
+1,376.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | -2.8% | -8.7% | +5.9% | +0.7% |
| 30D | -5.1% | -9.9% | +4.7% | -1.5% |
| 3M | -30.3% | -3.1% | -27.2% | -31.4% |
| 6M | -5.6% | +45.5% | -51.1% | -22.4% |
| YTD | +41.8% | +13.7% | +28.1% | +27.1% |
| 1Y | +28.9% | +67.4% | -38.5% | -2.4% |
| 3Y | +304.1% | -13.2% | +317.4% | +281.2% |
| 5Y | +1,575.2% | -39.5% | +1,614.7% | +1,686.0% |
| All | +1,531.9% | +155.3% | +1,376.6% | +761.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling