+253.9%
ADSK vs MOD
+920.5%
-666.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | +3.1% | -17.8% | +20.9% | +5.3% |
| 30D | +10.5% | -43.2% | +53.8% | +18.9% |
| 3M | +1.6% | -46.0% | +47.6% | +9.5% |
| 6M | +6.4% | -62.2% | +68.6% | +19.0% |
| YTD | -12.1% | -22.8% | +10.7% | -15.9% |
| 1Y | -12.9% | -35.5% | +22.6% | -14.4% |
| 3Y | +23.5% | +128.2% | -104.7% | -13.2% |
| 5Y | -18.9% | +791.6% | -810.5% | -59.4% |
| 10Y | +253.9% | +886.3% | -632.4% | +64.2% |
| All | +253.9% | +920.5% | -666.6% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling