+49.6%
ADP vs MOD
+116.8%
-67.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.0% |
| 7D | +7.4% | -34.2% | +41.5% | +6.2% |
| 30D | +17.1% | -51.9% | +68.9% | +15.2% |
| 3M | +14.4% | -53.0% | +67.5% | +12.7% |
| 6M | +47.9% | -66.4% | +114.2% | +45.3% |
| YTD | +22.1% | -31.5% | +53.6% | +16.6% |
| 1Y | +21.8% | -39.6% | +61.3% | +16.7% |
| All | +49.6% | +116.8% | -67.2% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling