+307.6%
JCI vs MOD
+915.9%
-608.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.7% |
| 7D | +2.9% | +8.2% | -5.3% | +1.0% |
| 30D | -6.9% | -38.2% | +31.2% | +3.4% |
| 3M | -6.3% | -46.2% | +39.9% | +7.0% |
| 6M | +2.6% | -62.5% | +65.1% | +25.7% |
| YTD | +21.8% | -20.1% | +41.9% | +24.6% |
| 1Y | +19.6% | -29.7% | +49.3% | +24.9% |
| 3Y | +194.9% | +136.2% | +58.7% | +120.9% |
| 5Y | +108.1% | +820.4% | -712.2% | +11.1% |
| 10Y | +307.6% | +839.8% | -532.2% | +87.0% |
| All | +307.6% | +915.9% | -608.3% | +87.0% |
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 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