-59.8%
ADBE vs MOD
+137.0%
-196.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.4% |
| 7D | -4.4% | +8.2% | -12.6% | -4.4% |
| 30D | -0.2% | -38.2% | +37.9% | +0.1% |
| 3M | -9.9% | -46.2% | +36.3% | -9.5% |
| 6M | -3.5% | -62.5% | +59.1% | -2.1% |
| YTD | -32.1% | -20.1% | -12.0% | -35.6% |
| 1Y | -28.7% | -29.7% | +1.0% | -31.8% |
| All | -59.8% | +137.0% | -196.8% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling