+23.5%
ADP vs MOD
-33.2%
+56.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.8% |
| 7D | +0.9% | +8.2% | -7.3% | +2.3% |
| 30D | +11.9% | -38.2% | +50.1% | +5.4% |
| 3M | +13.7% | -46.2% | +59.9% | +5.5% |
| 6M | +46.8% | -62.5% | +109.3% | +32.1% |
| YTD | +21.8% | -20.1% | +41.9% | +14.4% |
| 1Y | +23.5% | -29.7% | +53.2% | +15.6% |
| All | +23.5% | -33.2% | +56.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling