-3.2%
ADSK vs MOD
+312.9%
-316.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -14.3% | +6.3% | -20.6% | -14.7% |
| 30D | -14.8% | -1.7% | -13.1% | -14.8% |
| 3M | -5.7% | -30.1% | +24.4% | -3.4% |
| 6M | -18.7% | +2.7% | -21.4% | -21.7% |
| YTD | -28.3% | +44.1% | -72.4% | -35.2% |
| 1Y | -35.1% | +38.7% | -73.8% | -41.6% |
| 3Y | -3.2% | +309.8% | -313.0% | -41.2% |
| All | -3.2% | +312.9% | -316.1% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling