+516.6%
CIEN vs MOD
+138.1%
+378.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.4% |
| 7D | -9.3% | -17.8% | +8.5% | -1.0% |
| 30D | -39.5% | -43.2% | +3.7% | -21.1% |
| 3M | -29.8% | -46.0% | +16.2% | -6.8% |
| 6M | -50.4% | -62.2% | +11.9% | -23.8% |
| YTD | +16.3% | -22.8% | +39.1% | +32.1% |
| 1Y | +30.4% | -35.5% | +65.8% | +58.6% |
| 3Y | +516.6% | +128.2% | +388.4% | +359.3% |
| All | +516.6% | +138.1% | +378.4% | +359.3% |
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