+137.1%
MOD vs ACM
-12.3%
+149.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +5.4% | -30.9% | -28.4% |
| 30D | -49.0% | +15.1% | -64.1% | -53.8% |
| 3M | -49.8% | -10.5% | -39.4% | -46.9% |
| 6M | -64.8% | -19.7% | -45.1% | -59.7% |
| YTD | -27.6% | -28.8% | +1.2% | -10.1% |
| 1Y | -35.2% | -47.9% | +12.7% | +8.9% |
| 3Y | +137.1% | -12.4% | +149.5% | +127.2% |
| All | +137.1% | -12.3% | +149.4% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling