+16,187.1%
CMI vs MOD
+1,810.3%
+14,376.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.9% | -6.2% | +1.0% |
| 7D | -6.8% | -13.9% | +7.1% | -3.6% |
| 30D | -10.9% | -41.5% | +30.7% | +1.8% |
| 3M | -27.3% | -45.7% | +18.4% | -15.9% |
| 6M | -30.9% | -61.1% | +30.2% | -13.4% |
| YTD | -7.7% | -20.5% | +12.8% | -6.0% |
| 1Y | 0.0% | -32.1% | +32.1% | +5.4% |
| 3Y | +130.1% | +146.5% | -16.4% | +56.3% |
| 5Y | +121.5% | +812.7% | -691.3% | -2.2% |
| 10Y | +339.4% | +966.8% | -627.5% | +48.5% |
| All | +16,187.1% | +1,810.3% | +14,376.7% | +3,969.8% |
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 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