-12.9%
ADSK vs MOD
-35.8%
+22.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.6% |
| 7D | +3.1% | -17.8% | +20.9% | +0.9% |
| 30D | +10.5% | -43.2% | +53.8% | +4.0% |
| 3M | +1.6% | -46.0% | +47.6% | -4.7% |
| 6M | +6.4% | -62.2% | +68.6% | -2.3% |
| YTD | -12.1% | -22.8% | +10.7% | -19.3% |
| 1Y | -12.9% | -35.5% | +22.6% | -19.1% |
| All | -12.9% | -35.8% | +22.9% | -19.1% |
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 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