+1,908.9%
ADM vs MOD
+3,565.2%
-1,656.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +3.8% | +9.6% | -5.8% | +2.5% |
| 30D | +9.8% | 0.0% | +9.7% | +9.6% |
| 3M | +2.1% | -35.4% | +37.5% | +7.0% |
| 6M | +27.5% | -7.3% | +34.8% | +26.4% |
| YTD | +50.2% | +45.8% | +4.4% | +39.7% |
| 1Y | +40.6% | +43.1% | -2.6% | +29.7% |
| 3Y | +17.2% | +297.7% | -280.4% | -11.6% |
| 5Y | +61.9% | +1,478.8% | -1,416.9% | -3.3% |
| 10Y | +159.3% | +1,633.4% | -1,474.1% | +37.3% |
| All | +1,908.9% | +3,565.2% | -1,656.4% | +679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling