+35.0%
CAH vs MOD
-33.0%
+68.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.4% | +25.0% | +3.2% |
| 7D | +7.0% | -31.3% | +38.4% | +6.6% |
| 30D | +12.4% | -46.1% | +58.5% | +12.1% |
| 3M | +12.2% | -51.1% | +63.3% | +11.9% |
| 6M | +33.2% | -62.1% | +95.3% | +32.6% |
| YTD | +28.4% | -26.2% | +54.5% | +24.9% |
| 1Y | +35.0% | -32.6% | +67.6% | +31.2% |
| All | +35.0% | -33.0% | +68.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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