+30.4%
CIEN vs MOD
-35.8%
+66.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.7% |
| 7D | -9.3% | -17.8% | +8.5% | +0.4% |
| 30D | -39.5% | -43.2% | +3.7% | -17.5% |
| 3M | -29.8% | -46.0% | +16.2% | -2.3% |
| 6M | -50.4% | -62.2% | +11.9% | -18.8% |
| YTD | +16.3% | -22.8% | +39.1% | +48.7% |
| 1Y | +30.4% | -35.5% | +65.8% | +82.5% |
| All | +30.4% | -35.8% | +66.2% | +82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling