+3.1%
ADBE vs MOD
-32.3%
+35.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -5.1% |
| 7D | -8.6% | +9.6% | -18.2% | -5.3% |
| 30D | +2.8% | 0.0% | +2.7% | +3.3% |
| 3M | +3.1% | -35.4% | +38.5% | -8.5% |
| All | +3.1% | -32.3% | +35.4% | -8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling