+127.4%
ADBE vs MOD
+920.5%
-793.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -3.8% | -17.8% | +14.0% | -2.4% |
| 30D | -2.3% | -43.2% | +40.9% | +2.6% |
| 3M | -13.3% | -46.0% | +32.8% | -8.8% |
| 6M | -6.5% | -62.2% | +55.8% | +0.9% |
| YTD | -32.4% | -22.8% | -9.6% | -34.5% |
| 1Y | -28.0% | -35.5% | +7.5% | -29.0% |
| 3Y | -60.4% | +128.2% | -188.6% | -69.3% |
| 5Y | -63.4% | +791.6% | -855.1% | -77.5% |
| 10Y | +127.4% | +886.3% | -758.9% | +30.2% |
| All | +127.4% | +920.5% | -793.1% | +30.2% |
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