+26.3%
ADM vs MOD
+748.9%
-722.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.0% |
| 7D | -9.0% | -25.5% | +16.5% | -8.0% |
| 30D | -14.0% | -49.0% | +35.0% | -11.6% |
| 3M | -9.2% | -49.8% | +40.7% | -6.7% |
| 6M | -9.2% | -64.8% | +55.6% | -5.4% |
| YTD | +24.2% | -27.6% | +51.9% | +24.2% |
| 1Y | +27.0% | -35.2% | +62.2% | +27.4% |
| 3Y | +6.6% | +137.1% | -130.5% | -7.9% |
| All | +26.3% | +748.9% | -722.6% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling