+87.9%
CIEN vs MOD
+394.9%
-307.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.3% | +3.5% |
| 7D | -24.1% | -25.5% | +1.4% | -16.2% |
| 30D | -45.5% | -49.0% | +3.5% | -31.4% |
| 3M | -39.7% | -49.8% | +10.1% | -23.9% |
| 6M | -57.8% | -64.8% | +7.0% | -40.5% |
| YTD | +4.1% | -27.6% | +31.7% | +14.9% |
| 1Y | +20.8% | -35.2% | +56.0% | +37.8% |
| 3Y | +463.1% | +137.1% | +326.0% | +303.2% |
| 5Y | +302.3% | +760.3% | -458.0% | +76.3% |
| 10Y | +1,164.4% | +938.8% | +225.5% | +282.3% |
| All | +87.9% | +394.9% | -307.0% | -51.4% |
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