+2,089.9%
JCI vs MOD
+1,544.7%
+545.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.3% | +0.8% | -5.0% |
| 7D | -16.9% | -34.2% | +17.2% | -9.9% |
| 30D | -17.2% | -51.9% | +34.7% | -4.5% |
| 3M | -14.2% | -53.0% | +38.8% | -1.0% |
| 6M | -8.7% | -66.4% | +57.6% | +11.5% |
| YTD | +10.7% | -31.5% | +42.3% | +16.4% |
| 1Y | +9.7% | -39.6% | +49.3% | +17.4% |
| 3Y | +166.9% | +116.8% | +50.1% | +110.6% |
| 5Y | +93.1% | +713.8% | -620.7% | +13.7% |
| 10Y | +300.3% | +882.7% | -582.4% | +99.3% |
| All | +2,089.9% | +1,544.7% | +545.2% | +634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling