-7.5%
MOD vs BRKR
+50.2%
-57.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.8% | +3.4% | -1.6% |
| 7D | +3.6% | -7.8% | +11.4% | +5.7% |
| 30D | -2.6% | -3.4% | +0.7% | -1.9% |
| 3M | -33.1% | -4.8% | -28.3% | -34.5% |
| 6M | -7.5% | +46.7% | -54.2% | -30.7% |
| All | -7.5% | +50.2% | -57.7% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling