+966.8%
MOD vs ACM
+147.1%
+819.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +6.0% |
| 7D | -13.9% | +6.9% | -20.8% | -18.4% |
| 30D | -41.5% | +19.1% | -60.6% | -49.1% |
| 3M | -45.7% | -6.9% | -38.8% | -44.4% |
| 6M | -61.1% | -12.0% | -49.1% | -59.1% |
| YTD | -20.5% | -25.1% | +4.6% | -6.3% |
| 1Y | -32.1% | -45.4% | +13.3% | +1.7% |
| 3Y | +146.5% | -6.9% | +153.4% | +146.9% |
| 5Y | +812.7% | +3.7% | +809.0% | +747.5% |
| 10Y | +966.8% | +135.8% | +831.1% | +478.9% |
| All | +966.8% | +147.1% | +819.7% | +478.9% |
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