+99.7%
ADM vs MOD
+911.6%
-811.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.2% |
| 7D | -9.0% | -25.5% | +16.5% | -6.8% |
| 30D | -14.0% | -49.0% | +35.0% | -8.8% |
| 3M | -9.2% | -49.8% | +40.7% | -3.9% |
| 6M | -9.2% | -64.8% | +55.6% | -1.3% |
| YTD | +24.2% | -27.6% | +51.9% | +24.3% |
| 1Y | +27.0% | -35.2% | +62.2% | +27.9% |
| 3Y | +6.6% | +137.1% | -130.5% | -14.1% |
| 5Y | +25.0% | +760.3% | -735.3% | -19.5% |
| All | +99.7% | +911.6% | -811.9% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling