+539.0%
CIEN vs MOD
+201.5%
+337.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +27.9% | -32.4% | -16.9% |
| 7D | +15.3% | +40.4% | -25.2% | -3.9% |
| 30D | -22.0% | -14.0% | -8.0% | -18.2% |
| 3M | -36.6% | -33.3% | -3.3% | -25.6% |
| 6M | -51.5% | -51.4% | 0.0% | -35.4% |
| YTD | +20.0% | +1.6% | +18.3% | +17.0% |
| 1Y | +44.5% | +5.4% | +39.1% | +38.5% |
| 3Y | +539.0% | +191.0% | +348.1% | +306.2% |
| All | +539.0% | +201.5% | +337.6% | +306.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling