-57.8%
CIEN vs MOD
-65.0%
+7.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.3% | +1.6% |
| 7D | -24.1% | -25.5% | +1.4% | -8.7% |
| 30D | -45.5% | -49.0% | +3.5% | -16.2% |
| 3M | -39.7% | -49.8% | +10.1% | -6.9% |
| 6M | -57.8% | -64.8% | +7.0% | -23.2% |
| All | -57.8% | -65.0% | +7.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling