+36,943.9%
ADI vs MOD
+1,544.7%
+35,399.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -7.3% | -3.9% | -9.5% |
| 7D | -16.7% | -34.2% | +17.5% | -8.9% |
| 30D | -14.2% | -51.9% | +37.7% | +0.4% |
| 3M | -4.1% | -53.0% | +48.9% | +12.2% |
| 6M | -10.3% | -66.4% | +56.1% | +12.2% |
| YTD | +34.3% | -31.5% | +65.9% | +41.4% |
| 1Y | +54.9% | -39.6% | +94.4% | +66.2% |
| 3Y | +125.3% | +116.8% | +8.5% | +70.4% |
| 5Y | +113.1% | +713.8% | -600.7% | +14.1% |
| 10Y | +584.5% | +882.7% | -298.2% | +198.2% |
| All | +36,943.9% | +1,544.7% | +35,399.2% | +11,117.7% |
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