+906.4%
MOD vs ACM
+155.0%
+751.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +5.4% | -30.9% | -28.9% |
| 30D | -49.0% | +15.1% | -64.1% | -54.6% |
| 3M | -49.8% | -10.5% | -39.4% | -47.3% |
| 6M | -64.8% | -19.7% | -45.1% | -60.4% |
| YTD | -27.6% | -28.8% | +1.2% | -11.8% |
| 1Y | -35.2% | -47.9% | +12.7% | -0.2% |
| 3Y | +137.1% | -12.4% | +149.5% | +148.3% |
| 5Y | +760.3% | +0.6% | +759.7% | +718.4% |
| All | +906.4% | +155.0% | +751.3% | +458.7% |
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