+193,139.0%
CSCO vs MOD
+1,533.8%
+191,605.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.3% | -0.3% | -6.1% |
| 7D | -11.9% | -34.2% | +22.3% | -4.5% |
| 30D | -18.8% | -51.9% | +33.0% | -6.3% |
| 3M | -21.2% | -53.0% | +31.8% | -9.1% |
| 6M | +1.9% | -66.4% | +68.2% | +24.3% |
| YTD | +26.1% | -31.5% | +57.6% | +30.2% |
| 1Y | +34.7% | -39.6% | +74.3% | +41.4% |
| 3Y | +94.0% | +116.8% | -22.8% | +41.6% |
| 5Y | +91.6% | +713.8% | -622.2% | -2.6% |
| 10Y | +323.2% | +882.7% | -559.5% | +69.4% |
| All | +193,139.0% | +1,533.8% | +191,605.2% | +47,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling