+852.0%
MOD vs ACM
+154.9%
+697.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -5.7% |
| 7D | -34.2% | +5.1% | -39.2% | -37.0% |
| 30D | -51.9% | +11.5% | -63.4% | -56.1% |
| 3M | -53.0% | -10.5% | -42.6% | -50.6% |
| 6M | -66.4% | -20.4% | -46.0% | -61.9% |
| YTD | -31.5% | -28.9% | -2.7% | -16.5% |
| 1Y | -39.6% | -48.7% | +9.1% | -5.7% |
| 3Y | +116.8% | -12.5% | +129.3% | +127.3% |
| 5Y | +713.8% | +0.5% | +713.3% | +674.3% |
| All | +852.0% | +154.9% | +697.0% | +428.6% |
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