+20,037.3%
ADBE vs MOD
+1,638.7%
+18,398.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.6% | -4.0% |
| 7D | -4.4% | -25.5% | +21.2% | +0.5% |
| 30D | +2.8% | -49.0% | +51.8% | +15.8% |
| 3M | -8.0% | -49.8% | +41.8% | +3.1% |
| 6M | -4.3% | -64.8% | +60.4% | +12.1% |
| YTD | -31.6% | -27.6% | -4.0% | -33.0% |
| 1Y | -26.9% | -35.2% | +8.3% | -27.4% |
| 3Y | -57.7% | +137.1% | -194.8% | -71.2% |
| 5Y | -63.9% | +760.3% | -824.2% | -82.6% |
| 10Y | +125.3% | +938.8% | -813.5% | -15.6% |
| All | +20,037.3% | +1,638.7% | +18,398.7% | +4,718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling