+813.0%
MOD vs BRKR
+177.6%
+635.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | -33.1% | -4.8% | -28.3% | -33.3% |
| 6M | -7.5% | +46.7% | -54.2% | -17.9% |
| YTD | +39.3% | +15.8% | +23.5% | +30.3% |
| 1Y | +34.3% | +75.4% | -41.2% | +12.6% |
| 3Y | +296.2% | -10.3% | +306.5% | +283.3% |
| 5Y | +1,504.6% | -38.8% | +1,543.3% | +1,578.0% |
| 10Y | +1,511.5% | +158.2% | +1,353.3% | +1,082.9% |
| All | +813.0% | +177.6% | +635.4% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling