-31.9%
ADSK vs MOD
+45.0%
-76.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.3% | -12.6% | -7.8% |
| 7D | -16.4% | +9.6% | -26.0% | -15.6% |
| 30D | -9.2% | 0.0% | -9.2% | -9.1% |
| 3M | -6.7% | -35.4% | +28.6% | -8.1% |
| 6M | -15.5% | -7.3% | -8.2% | -16.7% |
| YTD | -26.4% | +45.8% | -72.2% | -29.0% |
| 1Y | -31.9% | +43.1% | -75.0% | -33.7% |
| All | -31.9% | +45.0% | -76.9% | -33.7% |
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