+26.7%
ADM vs MOD
-33.2%
+59.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.3% |
| 7D | +0.1% | +8.2% | -8.1% | 0.0% |
| 30D | -11.8% | -38.2% | +26.3% | -11.0% |
| 3M | -11.3% | -46.2% | +34.9% | -10.2% |
| 6M | -10.0% | -62.5% | +52.5% | -8.1% |
| YTD | +25.9% | -20.1% | +46.0% | +26.5% |
| 1Y | +26.7% | -29.7% | +56.3% | +27.3% |
| All | +26.7% | -33.2% | +59.8% | +27.3% |
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