+421.5%
CAH vs MOD
+1,005.7%
-584.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -8.9% | +0.1% |
| 7D | +7.8% | -13.9% | +21.8% | +8.8% |
| 30D | +15.5% | -41.5% | +57.0% | +20.1% |
| 3M | +16.3% | -45.7% | +62.0% | +21.5% |
| 6M | +50.0% | -61.1% | +111.1% | +60.0% |
| YTD | +34.7% | -20.5% | +55.2% | +33.0% |
| 1Y | +35.9% | -32.1% | +68.1% | +35.8% |
| 3Y | +178.5% | +146.5% | +32.0% | +127.0% |
| 5Y | +515.7% | +812.7% | -297.1% | +304.7% |
| 10Y | +421.5% | +966.8% | -545.3% | +218.0% |
| All | +421.5% | +1,005.7% | -584.2% | +218.0% |
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