+288.2%
JCI vs MOD
+920.5%
-632.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | -5.9% | -17.8% | +12.0% | -1.9% |
| 30D | -10.4% | -43.2% | +32.9% | +1.5% |
| 3M | -6.1% | -46.0% | +39.9% | +7.1% |
| 6M | +1.7% | -62.2% | +64.0% | +24.3% |
| YTD | +18.9% | -22.8% | +41.7% | +22.6% |
| 1Y | +16.1% | -35.5% | +51.6% | +23.6% |
| 3Y | +187.8% | +128.2% | +59.6% | +117.8% |
| 5Y | +103.2% | +791.6% | -688.4% | +9.8% |
| 10Y | +288.2% | +886.3% | -598.1% | +82.3% |
| All | +288.2% | +920.5% | -632.3% | +82.3% |
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 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