+16.4%
JCI vs MOD
-33.9%
+50.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.9% | -5.1% | +1.9% |
| 7D | -3.4% | -13.9% | +10.5% | +0.1% |
| 30D | -10.1% | -41.5% | +31.4% | +3.3% |
| 3M | -6.8% | -45.7% | +38.9% | +8.6% |
| 6M | +2.0% | -61.1% | +63.1% | +28.6% |
| YTD | +19.2% | -20.5% | +39.7% | +28.7% |
| All | +16.4% | -33.9% | +50.3% | +28.2% |
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