+1,604.6%
MOD vs ACM
+127.0%
+1,477.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +9.6% | -3.7% | +13.3% | +12.7% |
| 30D | 0.0% | -11.1% | +11.1% | +7.0% |
| 3M | -35.4% | -8.0% | -27.4% | -33.4% |
| 6M | -7.3% | -29.7% | +22.4% | +17.2% |
| YTD | +45.8% | -29.4% | +75.2% | +80.9% |
| 1Y | +43.1% | -46.4% | +89.6% | +118.3% |
| 3Y | +297.7% | -22.3% | +320.0% | +364.7% |
| 5Y | +1,478.8% | +4.5% | +1,474.3% | +1,370.8% |
| All | +1,604.6% | +127.0% | +1,477.6% | +840.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling