+335.6%
CMI vs MOD
+822.6%
-487.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.5% | +16.1% | -14.6% | -1.7% |
| 30D | -14.0% | -38.5% | +24.5% | -5.4% |
| 3M | -28.3% | -46.8% | +18.5% | -19.2% |
| 6M | -34.9% | -61.6% | +26.7% | -22.0% |
| YTD | -9.9% | -20.5% | +10.7% | -7.5% |
| 1Y | -3.6% | -28.0% | +24.4% | +0.3% |
| 3Y | +120.9% | +134.9% | -14.0% | +72.3% |
| 5Y | +116.1% | +833.2% | -717.1% | +22.7% |
| All | +335.6% | +822.6% | -487.0% | +132.6% |
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