-29.2%
ADBE vs MOD
-30.7%
+1.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | -3.2% | +16.1% | -19.3% | -1.0% |
| 30D | +1.0% | -38.5% | +39.5% | -5.2% |
| 3M | -7.8% | -46.8% | +39.0% | -15.0% |
| 6M | -1.0% | -61.6% | +60.6% | -10.8% |
| YTD | -31.8% | -20.5% | -11.3% | -34.9% |
| 1Y | -29.2% | -28.0% | -1.2% | -33.0% |
| All | -29.2% | -30.7% | +1.5% | -33.0% |
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