-51.1%
MOD vs ACM
-8.3%
-42.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.9% | -24.4% | -20.6% |
| 7D | -31.3% | +9.5% | -40.9% | -30.0% |
| 30D | -46.1% | +14.7% | -60.8% | -44.7% |
| 3M | -51.1% | -9.5% | -41.6% | -52.2% |
| All | -51.1% | -8.3% | -42.8% | -52.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling