+18.9%
JCI vs MOD
-30.3%
+49.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.4% |
| 7D | +2.9% | +8.2% | -5.3% | +0.5% |
| 30D | -6.9% | -38.2% | +31.2% | +5.4% |
| 3M | -6.3% | -46.2% | +39.9% | +9.5% |
| 6M | +2.6% | -62.5% | +65.1% | +30.7% |
| YTD | +21.8% | -20.1% | +41.9% | +31.0% |
| All | +18.9% | -30.3% | +49.2% | +29.4% |
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