+49.1%
ADP vs MAR
+155.0%
-106.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.2% | +4.3% | -1.1% | +2.0% |
| 30D | +14.9% | +16.8% | -1.9% | +9.8% |
| 3M | +11.6% | +16.0% | -4.4% | +6.8% |
| 6M | +48.5% | +16.5% | +32.0% | +41.3% |
| YTD | +20.6% | +35.0% | -14.5% | +8.8% |
| 1Y | +23.7% | +49.4% | -25.7% | +7.9% |
| 3Y | +47.8% | +124.1% | -76.3% | +10.9% |
| All | +49.1% | +155.0% | -106.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling