+319.9%
ADP vs MOD
+1,079.7%
-759.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +27.9% | -27.2% | -1.6% |
| 7D | +2.2% | +40.4% | -38.3% | -1.0% |
| 30D | +10.6% | -14.0% | +24.6% | +11.2% |
| 3M | +12.9% | -33.3% | +46.3% | +15.8% |
| 6M | +50.6% | -51.4% | +102.1% | +57.4% |
| YTD | +23.2% | +1.6% | +21.6% | +16.5% |
| 1Y | +25.3% | +5.4% | +19.9% | +17.4% |
| 3Y | +47.1% | +191.0% | -143.9% | +12.1% |
| 5Y | +50.1% | +1,093.1% | -1,043.1% | -12.0% |
| All | +319.9% | +1,079.7% | -759.7% | +119.1% |
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