+45.9%
CSCO vs MOD
-33.0%
+78.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -21.4% | +22.1% | +3.3% |
| 7D | -6.1% | -31.3% | +25.3% | -1.7% |
| 30D | -8.2% | -46.1% | +38.0% | -0.9% |
| 3M | -14.6% | -51.1% | +36.6% | -7.0% |
| 6M | +12.7% | -62.1% | +74.8% | +26.2% |
| YTD | +37.0% | -26.2% | +63.2% | +49.0% |
| 1Y | +45.9% | -32.6% | +78.5% | +60.7% |
| All | +45.9% | -33.0% | +78.9% | +60.7% |
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