+308.5%
CSCO vs MOD
+1,079.7%
-771.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +27.9% | -34.1% | -9.8% |
| 7D | +1.9% | +40.4% | -38.5% | -3.1% |
| 30D | -15.8% | -14.0% | -1.8% | -15.1% |
| 3M | -15.4% | -33.3% | +18.0% | -12.0% |
| 6M | -5.4% | -51.4% | +46.0% | +1.8% |
| YTD | +26.5% | +1.6% | +24.8% | +22.5% |
| 1Y | +25.9% | +5.4% | +20.5% | +20.9% |
| 3Y | +97.5% | +191.0% | -93.5% | +57.1% |
| 5Y | +93.0% | +1,093.1% | -1,000.1% | +20.4% |
| All | +308.5% | +1,079.7% | -771.2% | +139.8% |
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 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