-20.5%
ADSK vs MOD
+748.9%
-769.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -3.4% |
| 7D | +4.9% | -25.5% | +30.4% | +7.6% |
| 30D | +11.3% | -49.0% | +60.3% | +19.3% |
| 3M | +7.9% | -49.8% | +57.8% | +15.3% |
| 6M | +7.7% | -64.8% | +72.4% | +18.6% |
| YTD | -11.6% | -27.6% | +16.1% | -16.3% |
| 1Y | -11.2% | -35.2% | +24.0% | -14.8% |
| 3Y | +29.6% | +137.1% | -107.6% | -16.5% |
| All | -20.5% | +748.9% | -769.4% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling