+29.6%
ADSK vs MOD
+129.2%
-99.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -3.0% |
| 7D | +4.9% | -25.5% | +30.4% | +5.9% |
| 30D | +11.3% | -49.0% | +60.3% | +14.9% |
| 3M | +7.9% | -49.8% | +57.8% | +11.2% |
| 6M | +7.7% | -64.8% | +72.4% | +13.0% |
| YTD | -11.6% | -27.6% | +16.1% | -17.2% |
| 1Y | -11.2% | -35.2% | +24.0% | -15.9% |
| 3Y | +29.6% | +137.1% | -107.6% | -19.8% |
| All | +29.6% | +129.2% | -99.6% | -19.8% |
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