+301.7%
JCI vs MOD
+1,005.7%
-704.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.9% | -5.1% | +2.5% |
| 7D | -3.4% | -13.9% | +10.5% | -0.4% |
| 30D | -10.1% | -41.5% | +31.4% | +1.1% |
| 3M | -6.8% | -45.7% | +38.9% | +6.2% |
| 6M | +2.0% | -61.1% | +63.1% | +23.8% |
| YTD | +19.2% | -20.5% | +39.7% | +22.1% |
| 1Y | +16.7% | -32.1% | +48.9% | +22.8% |
| 3Y | +194.3% | +146.5% | +47.9% | +118.8% |
| 5Y | +103.0% | +812.7% | -709.7% | +9.0% |
| 10Y | +301.7% | +966.8% | -665.1% | +84.9% |
| All | +301.7% | +1,005.7% | -704.0% | +84.9% |
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 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