-63.2%
ADBE vs MOD
+1,086.9%
-1,150.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | -0.2% |
| 7D | +1.6% | +40.4% | -38.8% | -1.3% |
| 30D | +1.0% | -14.0% | +15.0% | +1.6% |
| 3M | -10.1% | -33.3% | +23.2% | -7.9% |
| 6M | +3.0% | -51.4% | +54.4% | +7.7% |
| YTD | -30.5% | +1.6% | -32.2% | -35.6% |
| 1Y | -27.1% | +5.4% | -32.5% | -33.3% |
| 3Y | -58.8% | +191.0% | -249.8% | -72.1% |
| All | -63.2% | +1,086.9% | -1,150.0% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling