+11,912.1%
ADP vs MOD
+1,673.7%
+10,238.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +24.0% | +5.2% |
| 7D | +6.4% | -31.3% | +37.7% | +10.9% |
| 30D | +16.6% | -46.1% | +62.7% | +25.0% |
| 3M | +12.9% | -51.1% | +64.0% | +22.0% |
| 6M | +45.7% | -62.1% | +107.7% | +59.9% |
| YTD | +20.6% | -26.2% | +46.8% | +18.9% |
| 1Y | +20.5% | -32.6% | +53.1% | +19.5% |
| 3Y | +48.7% | +133.8% | -85.1% | +15.6% |
| 5Y | +50.0% | +792.8% | -742.7% | -8.2% |
| 10Y | +324.2% | +959.8% | -635.6% | +125.5% |
| All | +11,912.1% | +1,673.7% | +10,238.4% | +4,383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling