+316.1%
ADP vs MAR
+528.1%
-212.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +0.3% |
| 7D | +3.2% | +2.9% | +0.3% | +2.3% |
| 30D | +12.8% | +17.0% | -4.3% | +7.4% |
| 3M | +12.3% | +23.2% | -10.8% | +5.2% |
| 6M | +45.4% | +21.7% | +23.7% | +36.1% |
| YTD | +21.4% | +38.9% | -17.5% | +8.3% |
| 1Y | +23.7% | +48.7% | -25.0% | +7.9% |
| 3Y | +43.6% | +122.9% | -79.3% | +8.4% |
| 5Y | +48.7% | +177.5% | -128.8% | +2.2% |
| 10Y | +316.1% | +537.5% | -221.5% | +110.4% |
| All | +316.1% | +528.1% | -212.0% | +110.4% |
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