+293.7%
CAH vs MOD
+1,504.3%
-1,210.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +0.5% | +6.3% | -5.8% | -0.1% |
| 30D | +1.7% | -1.7% | +3.4% | +1.8% |
| 3M | +17.9% | -30.1% | +48.0% | +21.0% |
| 6M | +10.9% | +2.7% | +8.2% | +8.9% |
| YTD | +17.9% | +44.1% | -26.2% | +11.4% |
| 1Y | +61.7% | +38.7% | +23.0% | +52.4% |
| 3Y | +183.7% | +309.8% | -126.0% | +123.0% |
| 5Y | +401.3% | +1,569.7% | -1,168.4% | +214.4% |
| 10Y | +293.7% | +1,520.5% | -1,226.8% | +126.0% |
| All | +293.7% | +1,504.3% | -1,210.6% | +126.0% |
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