+2,307.7%
JCI vs MOD
+3,565.2%
-1,257.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.0% |
| 7D | +3.8% | +9.6% | -5.8% | +1.9% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -1.4% | -35.4% | +34.0% | +6.8% |
| 6M | +4.1% | -7.3% | +11.4% | +4.2% |
| YTD | +21.7% | +45.8% | -24.1% | +10.8% |
| 1Y | +36.1% | +43.1% | -7.0% | +23.1% |
| 3Y | +154.4% | +297.7% | -143.2% | +78.2% |
| 5Y | +112.0% | +1,478.8% | -1,366.7% | +9.6% |
| 10Y | +322.2% | +1,633.4% | -1,311.2% | +87.9% |
| All | +2,307.7% | +3,565.2% | -1,257.5% | +595.7% |
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