+411.8%
CAH vs MOD
+915.9%
-504.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +5.9% | +8.2% | -2.3% | +5.2% |
| 30D | +16.5% | -38.2% | +54.7% | +20.6% |
| 3M | +15.7% | -46.2% | +62.0% | +21.0% |
| 6M | +52.7% | -62.5% | +115.3% | +63.5% |
| YTD | +36.3% | -20.1% | +56.4% | +34.5% |
| 1Y | +36.7% | -29.7% | +66.4% | +36.1% |
| 3Y | +178.2% | +136.2% | +41.9% | +128.0% |
| 5Y | +515.8% | +820.4% | -304.6% | +304.4% |
| 10Y | +411.8% | +839.8% | -428.0% | +210.0% |
| All | +411.8% | +915.9% | -504.1% | +210.0% |
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