-62.1%
MOD vs ACM
-17.9%
-44.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.9% | -24.4% | -21.2% |
| 7D | -31.3% | +9.5% | -40.9% | -31.2% |
| 30D | -46.1% | +14.7% | -60.8% | -46.0% |
| 3M | -51.1% | -9.5% | -41.6% | -50.2% |
| 6M | -62.1% | -18.0% | -44.0% | -58.6% |
| All | -62.1% | -17.9% | -44.1% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling