+147.9%
CIEN vs MOD
+928.8%
-780.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -0.3% |
| 7D | -15.2% | +9.6% | -24.8% | -17.9% |
| 30D | -21.5% | 0.0% | -21.5% | -21.5% |
| 3M | -40.1% | -35.4% | -4.7% | -31.1% |
| 6M | -6.6% | -7.3% | +0.7% | -4.3% |
| YTD | +37.3% | +45.8% | -8.5% | +19.6% |
| 1Y | +174.5% | +43.1% | +131.4% | +139.4% |
| 3Y | +562.3% | +297.7% | +264.6% | +293.5% |
| 5Y | +463.9% | +1,478.8% | -1,014.8% | +99.9% |
| 10Y | +1,302.4% | +1,633.4% | -331.0% | +256.7% |
| All | +147.9% | +928.8% | -780.9% | -50.2% |
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 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