+4,745.6%
ADSK vs MOD
+3,565.2%
+1,180.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.3% | -12.6% | -9.2% |
| 7D | -16.4% | +9.6% | -26.0% | -18.2% |
| 30D | -9.2% | 0.0% | -9.2% | -9.6% |
| 3M | -6.7% | -35.4% | +28.6% | 0.0% |
| 6M | -15.5% | -7.3% | -8.2% | -18.1% |
| YTD | -26.4% | +45.8% | -72.2% | -36.7% |
| 1Y | -31.9% | +43.1% | -75.0% | -42.0% |
| 3Y | -1.0% | +297.7% | -298.6% | -39.1% |
| 5Y | -24.5% | +1,478.8% | -1,503.3% | -68.3% |
| 10Y | +220.4% | +1,633.4% | -1,413.0% | +10.3% |
| All | +4,745.6% | +3,565.2% | +1,180.3% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling