+158.6%
ADM vs MOD
+1,642.7%
-1,484.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | +3.8% | +9.6% | -5.8% | +2.8% |
| 30D | +9.8% | 0.0% | +9.7% | +9.6% |
| 3M | +2.1% | -35.4% | +37.5% | +5.9% |
| 6M | +27.5% | -7.3% | +34.8% | +26.6% |
| YTD | +50.2% | +45.8% | +4.4% | +41.8% |
| 1Y | +40.6% | +43.1% | -2.6% | +31.9% |
| 3Y | +17.2% | +297.7% | -280.4% | -8.7% |
| 5Y | +61.9% | +1,478.8% | -1,416.9% | +0.1% |
| All | +158.6% | +1,642.7% | -1,484.1% | +51.9% |
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