+21.3%
ADM vs MOD
-33.0%
+54.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -21.4% | +21.8% | +0.5% |
| 7D | -8.3% | -31.3% | +23.1% | -7.9% |
| 30D | -14.1% | -46.1% | +32.0% | -13.5% |
| 3M | -10.7% | -51.1% | +40.4% | -9.9% |
| 6M | -5.9% | -62.1% | +56.1% | -4.7% |
| YTD | +25.8% | -26.2% | +51.9% | +28.0% |
| 1Y | +21.3% | -32.6% | +53.8% | +24.6% |
| All | +21.3% | -33.0% | +54.2% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling