+1,206.6%
CIEN vs MOD
+822.6%
+384.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +27.4% | +16.1% | +11.3% | +22.4% |
| 30D | -26.6% | -38.5% | +11.9% | -15.9% |
| 3M | -32.0% | -46.8% | +14.9% | -19.1% |
| 6M | -49.1% | -61.6% | +12.5% | -34.4% |
| YTD | +25.7% | -20.5% | +46.2% | +36.0% |
| 1Y | +40.3% | -28.0% | +68.3% | +55.2% |
| 3Y | +566.2% | +134.9% | +431.2% | +482.8% |
| 5Y | +378.7% | +833.2% | -454.4% | +225.2% |
| All | +1,206.6% | +822.6% | +384.0% | +723.9% |
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