+316.8%
ADP vs MOD
+911.6%
-594.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.7% |
| 7D | +3.2% | -25.5% | +28.8% | +5.5% |
| 30D | +14.9% | -49.0% | +63.9% | +21.1% |
| 3M | +11.6% | -49.8% | +61.4% | +17.4% |
| 6M | +48.5% | -64.8% | +113.2% | +59.6% |
| YTD | +20.6% | -27.6% | +48.2% | +17.7% |
| 1Y | +23.7% | -35.2% | +58.9% | +21.6% |
| 3Y | +47.8% | +137.1% | -89.3% | +13.9% |
| 5Y | +47.7% | +760.3% | -712.6% | -10.6% |
| All | +316.8% | +911.6% | -594.8% | +125.0% |
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