+96.9%
CSCO vs MOD
+832.8%
-735.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.8% | +3.9% |
| 7D | -2.9% | -13.9% | +11.0% | -1.5% |
| 30D | -16.7% | -41.5% | +24.9% | -11.3% |
| 3M | -18.4% | -45.7% | +27.3% | -12.7% |
| 6M | +2.9% | -61.1% | +64.1% | +14.0% |
| YTD | +30.4% | -20.5% | +50.9% | +31.8% |
| 1Y | +41.4% | -32.1% | +73.5% | +44.9% |
| 3Y | +104.7% | +146.5% | -41.8% | +70.1% |
| 5Y | +96.9% | +812.7% | -715.8% | +24.9% |
| All | +96.9% | +832.8% | -735.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling