+42.6%
CMI vs MOD
+34.0%
+8.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | +0.7% | +3.6% | -2.9% | -0.5% |
| 30D | -12.3% | -2.6% | -9.6% | -11.7% |
| 3M | -16.8% | -33.1% | +16.4% | -6.6% |
| 6M | +1.5% | -7.5% | +9.0% | +4.0% |
| YTD | +9.8% | +39.3% | -29.5% | +2.4% |
| 1Y | +42.6% | +34.3% | +8.3% | +31.9% |
| All | +42.6% | +34.0% | +8.6% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling