+89.3%
CSCO vs MOD
+129.2%
-40.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.7% |
| 7D | -10.2% | -25.5% | +15.3% | -7.3% |
| 30D | -20.1% | -49.0% | +28.9% | -13.6% |
| 3M | -22.4% | -49.8% | +27.5% | -16.2% |
| 6M | +2.8% | -64.8% | +67.6% | +15.0% |
| YTD | +23.6% | -27.6% | +51.3% | +27.2% |
| 1Y | +34.0% | -35.2% | +69.2% | +38.9% |
| 3Y | +89.3% | +137.1% | -47.9% | +56.3% |
| All | +89.3% | +129.2% | -40.0% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling