+318.8%
ADP vs MOD
+915.9%
-597.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | +0.9% | +8.2% | -7.3% | +0.2% |
| 30D | +11.9% | -38.2% | +50.1% | +15.9% |
| 3M | +13.7% | -46.2% | +59.9% | +19.0% |
| 6M | +46.8% | -62.5% | +109.3% | +57.2% |
| YTD | +21.8% | -20.1% | +41.9% | +17.8% |
| 1Y | +23.5% | -29.7% | +53.2% | +20.7% |
| 3Y | +44.1% | +136.2% | -92.1% | +11.7% |
| 5Y | +49.9% | +820.4% | -770.5% | -9.9% |
| 10Y | +318.8% | +839.8% | -521.1% | +123.4% |
| All | +318.8% | +915.9% | -597.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling