-28.7%
ADBE vs MOD
-33.2%
+4.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.9% |
| 7D | -4.4% | +8.2% | -12.6% | -3.1% |
| 30D | -0.2% | -38.2% | +37.9% | -6.3% |
| 3M | -9.9% | -46.2% | +36.3% | -16.8% |
| 6M | -3.5% | -62.5% | +59.1% | -13.2% |
| YTD | -32.1% | -20.1% | -12.0% | -35.0% |
| 1Y | -28.7% | -29.7% | +1.0% | -32.2% |
| All | -28.7% | -33.2% | +4.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling