+78.2%
CIEN vs MOD
+368.2%
-289.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.3% | -7.9% | -12.8% |
| 7D | -34.0% | -34.2% | +0.2% | -24.0% |
| 30D | -48.0% | -51.9% | +3.9% | -33.3% |
| 3M | -43.5% | -53.0% | +9.5% | -27.2% |
| 6M | -57.6% | -66.4% | +8.7% | -39.3% |
| YTD | -1.3% | -31.5% | +30.2% | +11.0% |
| 1Y | +17.9% | -39.6% | +57.4% | +37.5% |
| 3Y | +425.8% | +116.8% | +308.9% | +287.4% |
| 5Y | +281.5% | +713.8% | -432.3% | +70.2% |
| 10Y | +1,099.0% | +882.7% | +216.3% | +269.2% |
| All | +78.2% | +368.2% | -289.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling