+503.8%
CMI vs MOD
+1,504.3%
-1,000.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.9% | +6.3% | -4.4% | +0.5% |
| 30D | -12.5% | -1.7% | -10.9% | -12.3% |
| 3M | -16.2% | -30.1% | +13.9% | -10.1% |
| 6M | +4.9% | +2.7% | +2.2% | +3.5% |
| YTD | +11.1% | +44.1% | -32.9% | +1.8% |
| 1Y | +43.4% | +38.7% | +4.6% | +31.2% |
| 3Y | +154.1% | +309.8% | -155.7% | +77.2% |
| 5Y | +169.5% | +1,569.7% | -1,400.2% | +36.4% |
| 10Y | +503.8% | +1,520.5% | -1,016.7% | +177.8% |
| All | +503.8% | +1,504.3% | -1,000.5% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling