+49.6%
ADP vs MOD
+720.4%
-670.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.4% |
| 7D | +7.4% | -34.2% | +41.5% | +8.5% |
| 30D | +17.1% | -51.9% | +68.9% | +19.5% |
| 3M | +14.4% | -53.0% | +67.5% | +16.8% |
| 6M | +47.9% | -66.4% | +114.2% | +52.4% |
| YTD | +22.1% | -31.5% | +53.6% | +17.9% |
| 1Y | +21.8% | -39.6% | +61.3% | +18.4% |
| 3Y | +50.5% | +116.8% | -66.3% | +17.7% |
| 5Y | +49.6% | +713.8% | -664.2% | -10.1% |
| All | +49.6% | +720.4% | -670.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling