+279.0%
ADP vs MAR
+419.7%
-140.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -3.1% | -4.7% | +1.6% | -1.7% |
| 3M | +15.6% | -15.6% | +31.2% | +21.4% |
| 6M | +20.8% | +1.2% | +19.6% | +19.3% |
| YTD | +4.7% | +7.5% | -2.7% | +1.2% |
| 1Y | -8.3% | +26.6% | -34.9% | -16.1% |
| 3Y | +13.6% | +66.0% | -52.4% | -6.2% |
| 5Y | +45.0% | +154.1% | -109.1% | +2.0% |
| 10Y | +279.0% | +441.9% | -162.9% | +91.3% |
| All | +279.0% | +419.7% | -140.7% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling