+49.1%
ADP vs MOD
+748.9%
-699.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.4% |
| 7D | +3.2% | -25.5% | +28.8% | +4.0% |
| 30D | +14.9% | -49.0% | +63.9% | +17.1% |
| 3M | +11.6% | -49.8% | +61.4% | +13.7% |
| 6M | +48.5% | -64.8% | +113.2% | +52.8% |
| YTD | +20.6% | -27.6% | +48.2% | +16.2% |
| 1Y | +23.7% | -35.2% | +58.9% | +19.9% |
| 3Y | +47.8% | +137.1% | -89.3% | +14.9% |
| All | +49.1% | +748.9% | -699.9% | -10.2% |
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