+26.5%
ADM vs MOD
-30.7%
+57.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.7% | +16.1% | -15.4% | +0.5% |
| 30D | -14.7% | -38.5% | +23.8% | -13.9% |
| 3M | -10.4% | -46.8% | +36.4% | -9.3% |
| 6M | -10.9% | -61.6% | +50.6% | -9.1% |
| YTD | +26.0% | -20.5% | +46.5% | +26.6% |
| 1Y | +26.5% | -28.0% | +54.5% | +27.4% |
| All | +26.5% | -30.7% | +57.2% | +27.4% |
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