-33.5%
MOD vs ACM
-46.1%
+12.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +9.4% |
| 7D | -13.9% | +6.9% | -20.8% | -14.5% |
| 30D | -41.5% | +19.1% | -60.6% | -42.6% |
| 3M | -45.7% | -6.9% | -38.8% | -44.8% |
| 6M | -61.1% | -12.0% | -49.1% | -59.8% |
| YTD | -20.5% | -25.1% | +4.6% | -14.9% |
| All | -33.5% | -46.1% | +12.5% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling