-34.6%
ADSK vs MOD
+25.1%
-59.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.1% |
| 7D | -10.9% | -3.9% | -7.0% | -11.2% |
| 30D | -15.9% | -9.6% | -6.3% | -16.6% |
| 3M | -4.4% | -30.6% | +26.2% | -6.3% |
| 6M | -16.6% | -10.9% | -5.7% | -18.5% |
| YTD | -28.5% | +34.3% | -62.8% | -31.8% |
| 1Y | -34.6% | +18.3% | -53.0% | -37.2% |
| All | -34.6% | +25.1% | -59.8% | -37.2% |
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 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