+11.4%
JCI vs MOD
-37.3%
+48.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.1% |
| 7D | -9.4% | -25.5% | +16.2% | -2.1% |
| 30D | -13.4% | -49.0% | +35.6% | +3.4% |
| 3M | -12.4% | -49.8% | +37.4% | +4.4% |
| 6M | -5.1% | -64.8% | +59.6% | +22.9% |
| YTD | +13.7% | -27.6% | +41.4% | +26.3% |
| 1Y | +11.4% | -35.2% | +46.6% | +25.0% |
| All | +11.4% | -37.3% | +48.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling