+1,573.2%
ADM vs MOD
+1,544.7%
+28.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | +0.4% |
| 7D | -7.5% | -34.2% | +26.6% | -3.0% |
| 30D | -14.3% | -51.9% | +37.6% | -6.8% |
| 3M | -8.6% | -53.0% | +44.5% | -0.7% |
| 6M | -9.9% | -66.4% | +56.5% | +1.1% |
| YTD | +25.1% | -31.5% | +56.7% | +26.6% |
| 1Y | +28.8% | -39.6% | +68.4% | +31.6% |
| 3Y | +6.9% | +116.8% | -110.0% | -13.8% |
| 5Y | +25.9% | +713.8% | -687.9% | -19.2% |
| 10Y | +101.7% | +882.7% | -781.0% | +13.4% |
| All | +1,573.2% | +1,544.7% | +28.5% | +607.9% |
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 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