+43.6%
ADP vs MOD
+138.1%
-94.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.0% |
| 7D | +3.2% | -17.8% | +21.0% | +2.7% |
| 30D | +12.8% | -43.2% | +56.0% | +11.5% |
| 3M | +12.3% | -46.0% | +58.4% | +11.0% |
| 6M | +45.4% | -62.2% | +107.7% | +43.4% |
| YTD | +21.4% | -22.8% | +44.2% | +16.4% |
| 1Y | +23.7% | -35.5% | +59.2% | +19.4% |
| 3Y | +43.6% | +128.2% | -84.6% | +22.7% |
| All | +43.6% | +138.1% | -94.5% | +22.7% |
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