+187.8%
JCI vs MOD
+138.1%
+49.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | -5.9% | -17.8% | +12.0% | -1.5% |
| 30D | -10.4% | -43.2% | +32.9% | +2.9% |
| 3M | -6.1% | -46.0% | +39.9% | +8.5% |
| 6M | +1.7% | -62.2% | +64.0% | +27.0% |
| YTD | +18.9% | -22.8% | +41.7% | +23.7% |
| 1Y | +16.1% | -35.5% | +51.6% | +25.0% |
| 3Y | +187.8% | +128.2% | +59.6% | +116.9% |
| All | +187.8% | +138.1% | +49.7% | +116.9% |
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 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