+284.5%
ADP vs MOD
+1,642.7%
-1,358.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.5% |
| 7D | -3.4% | +9.6% | -13.0% | -4.3% |
| 30D | +2.8% | 0.0% | +2.8% | +2.6% |
| 3M | +20.9% | -35.4% | +56.3% | +25.0% |
| 6M | +29.9% | -7.3% | +37.1% | +27.7% |
| YTD | +9.6% | +45.8% | -36.2% | +1.5% |
| 1Y | -5.3% | +43.1% | -48.4% | -12.9% |
| 3Y | +16.5% | +297.7% | -281.2% | -12.5% |
| 5Y | +49.4% | +1,478.8% | -1,429.4% | -12.7% |
| All | +284.5% | +1,642.7% | -1,358.3% | +98.4% |
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