+1,261.7%
CIEN vs MOD
+915.9%
+345.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.8% |
| 7D | +8.7% | +8.2% | +0.5% | +6.8% |
| 30D | -26.9% | -38.2% | +11.3% | -16.4% |
| 3M | -23.6% | -46.2% | +22.6% | -9.4% |
| 6M | -49.1% | -62.5% | +13.5% | -34.1% |
| YTD | +26.6% | -20.1% | +46.7% | +36.7% |
| 1Y | +42.7% | -29.7% | +72.4% | +58.6% |
| 3Y | +570.8% | +136.2% | +434.6% | +485.7% |
| 5Y | +386.4% | +820.4% | -433.9% | +230.5% |
| 10Y | +1,261.7% | +839.8% | +421.9% | +759.7% |
| All | +1,261.7% | +915.9% | +345.8% | +759.7% |
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