+808.1%
MOD vs ACM
+132.1%
+676.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.3% |
| 7D | -17.8% | +6.6% | -24.5% | -22.0% |
| 30D | -43.2% | +19.8% | -63.0% | -50.8% |
| 3M | -46.0% | -3.1% | -42.9% | -46.4% |
| 6M | -62.2% | -11.5% | -50.7% | -60.5% |
| YTD | -22.8% | -24.7% | +1.9% | -9.5% |
| 1Y | -35.5% | -45.1% | +9.6% | -3.8% |
| 3Y | +128.2% | -8.9% | +137.1% | +132.4% |
| 5Y | +791.6% | +5.4% | +786.2% | +718.2% |
| All | +808.1% | +132.1% | +676.0% | +391.1% |
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