+442.0%
CAH vs MOD
+911.6%
-469.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +1.0% |
| 7D | +8.5% | -25.5% | +34.0% | +10.8% |
| 30D | +17.0% | -49.0% | +66.0% | +23.2% |
| 3M | +14.6% | -49.8% | +64.4% | +20.5% |
| 6M | +42.5% | -64.8% | +107.3% | +53.4% |
| YTD | +33.5% | -27.6% | +61.1% | +32.8% |
| 1Y | +38.5% | -35.2% | +73.7% | +38.8% |
| 3Y | +179.0% | +137.1% | +41.9% | +127.3% |
| 5Y | +507.2% | +760.3% | -253.1% | +299.1% |
| All | +442.0% | +911.6% | -469.6% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling