+126.6%
ADM vs MOD
+1,079.7%
-953.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +27.9% | -25.1% | +0.1% |
| 7D | +4.2% | +40.4% | -36.2% | +0.6% |
| 30D | -12.8% | -14.0% | +1.2% | -12.2% |
| 3M | -8.5% | -33.3% | +24.9% | -5.9% |
| 6M | -10.9% | -51.4% | +40.5% | -6.2% |
| YTD | +29.4% | +1.6% | +27.8% | +25.0% |
| 1Y | +27.5% | +5.4% | +22.2% | +22.2% |
| 3Y | +10.3% | +191.0% | -180.7% | -13.0% |
| 5Y | +27.4% | +1,093.1% | -1,065.8% | -21.8% |
| All | +126.6% | +1,079.7% | -953.0% | +24.0% |
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