+153.6%
CNC vs MOD
+1,005.7%
-852.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.9% | -11.6% | -2.3% |
| 7D | +3.0% | -13.9% | +17.0% | +3.6% |
| 30D | +4.9% | -41.5% | +46.4% | +8.1% |
| 3M | +4.2% | -45.7% | +49.9% | +7.7% |
| 6M | +22.5% | -61.1% | +83.6% | +28.8% |
| YTD | +66.6% | -20.5% | +87.1% | +63.7% |
| 1Y | +82.5% | -32.1% | +114.6% | +81.1% |
| 3Y | -4.1% | +146.5% | -150.5% | -22.0% |
| 5Y | -8.3% | +812.7% | -821.1% | -40.5% |
| 10Y | +153.6% | +966.8% | -813.2% | +53.9% |
| All | +153.6% | +1,005.7% | -852.1% | +53.9% |
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 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