+15,232.8%
CAH vs MOD
+3,565.2%
+11,667.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.1% |
| 7D | +5.4% | +9.6% | -4.2% | +4.3% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | +22.8% | -35.4% | +58.2% | +27.8% |
| 6M | +11.3% | -7.3% | +18.5% | +10.2% |
| YTD | +21.1% | +45.8% | -24.7% | +13.3% |
| 1Y | +67.2% | +43.1% | +24.1% | +55.5% |
| 3Y | +195.6% | +297.7% | -102.0% | +130.1% |
| 5Y | +413.8% | +1,478.8% | -1,064.9% | +224.9% |
| 10Y | +309.6% | +1,633.4% | -1,323.8% | +133.6% |
| All | +15,232.8% | +3,565.2% | +11,667.5% | +6,010.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling