+209.1%
ADSK vs MOD
+1,486.8%
-1,277.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -14.5% | +3.6% | -18.1% | -15.1% |
| 30D | -19.3% | -2.6% | -16.7% | -19.2% |
| 3M | -7.8% | -33.1% | +25.4% | -3.2% |
| 6M | -20.8% | -7.5% | -13.2% | -22.8% |
| YTD | -30.2% | +39.3% | -69.5% | -38.0% |
| 1Y | -36.5% | +34.3% | -70.7% | -43.9% |
| 3Y | -5.7% | +296.2% | -301.9% | -38.3% |
| 5Y | -28.2% | +1,504.6% | -1,532.8% | -66.8% |
| 10Y | +209.1% | +1,511.5% | -1,302.4% | +26.1% |
| All | +209.1% | +1,486.8% | -1,277.6% | +26.1% |
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