+318.1%
MOD vs ACM
+233.2%
+84.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.1% | -5.7% |
| 7D | -34.2% | +5.1% | -39.2% | -36.9% |
| 30D | -51.9% | +11.5% | -63.4% | -55.9% |
| 3M | -53.0% | -10.5% | -42.6% | -50.8% |
| 6M | -66.4% | -20.4% | -46.0% | -62.3% |
| YTD | -31.5% | -28.9% | -2.7% | -17.7% |
| 1Y | -39.6% | -48.7% | +9.1% | -9.2% |
| 3Y | +116.8% | -12.5% | +129.3% | +128.3% |
| 5Y | +713.8% | +0.5% | +713.3% | +683.9% |
| 10Y | +882.7% | +161.2% | +721.5% | +366.4% |
| All | +318.1% | +233.2% | +84.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling