+1,188.7%
CIEN vs MOD
+1,005.7%
+182.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.9% | +0.8% | +7.9% |
| 7D | -5.3% | -13.9% | +8.7% | -1.3% |
| 30D | -40.1% | -41.5% | +1.4% | -30.4% |
| 3M | -34.7% | -45.7% | +11.0% | -22.7% |
| 6M | -50.9% | -61.1% | +10.3% | -36.9% |
| YTD | +15.2% | -20.5% | +35.7% | +24.5% |
| 1Y | +35.2% | -32.1% | +67.3% | +51.3% |
| 3Y | +522.6% | +146.5% | +376.1% | +439.7% |
| 5Y | +344.2% | +812.7% | -468.5% | +201.8% |
| 10Y | +1,188.7% | +966.8% | +221.8% | +712.4% |
| All | +1,188.7% | +1,005.7% | +182.9% | +712.4% |
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