+220,352.3%
CSCO vs MOD
+3,541.0%
+216,811.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.4% |
| 7D | -0.7% | +9.6% | -10.3% | -2.6% |
| 30D | -10.1% | 0.0% | -10.1% | -10.4% |
| 3M | -15.7% | -35.4% | +19.7% | -8.6% |
| 6M | +36.3% | -7.3% | +43.5% | +35.2% |
| YTD | +43.8% | +45.8% | -2.0% | +28.4% |
| 1Y | +63.9% | +43.1% | +20.8% | +44.9% |
| 3Y | +104.4% | +297.7% | -193.3% | +32.5% |
| 5Y | +111.4% | +1,478.8% | -1,367.4% | -5.4% |
| 10Y | +361.7% | +1,633.4% | -1,271.7% | +66.9% |
| All | +220,352.3% | +3,541.0% | +216,811.3% | +46,254.0% |
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