+129.2%
ADBE vs MOD
+915.9%
-786.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -4.4% | +8.2% | -12.6% | -5.2% |
| 30D | -0.2% | -38.2% | +37.9% | +3.9% |
| 3M | -9.9% | -46.2% | +36.3% | -5.1% |
| 6M | -3.5% | -62.5% | +59.1% | +4.3% |
| YTD | -32.1% | -20.1% | -12.0% | -34.5% |
| 1Y | -28.7% | -29.7% | +1.0% | -30.4% |
| 3Y | -60.2% | +136.2% | -196.4% | -69.3% |
| 5Y | -63.1% | +820.4% | -883.4% | -77.4% |
| 10Y | +129.2% | +839.8% | -710.7% | +30.1% |
| All | +129.2% | +915.9% | -786.7% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling