+175.9%
JCI vs MOD
+129.2%
+46.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.2% |
| 7D | -9.4% | -25.5% | +16.2% | -2.7% |
| 30D | -13.4% | -49.0% | +35.6% | +2.2% |
| 3M | -12.4% | -49.8% | +37.4% | +3.2% |
| 6M | -5.1% | -64.8% | +59.6% | +20.7% |
| YTD | +13.7% | -27.6% | +41.4% | +20.5% |
| 1Y | +11.4% | -35.2% | +46.6% | +20.0% |
| 3Y | +175.9% | +137.1% | +38.8% | +105.8% |
| All | +175.9% | +129.2% | +46.7% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling