+45.8%
ADP vs MAR
+155.0%
-109.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.8% |
| 7D | -5.5% | -1.7% | -3.8% | -5.0% |
| 30D | -1.2% | -6.9% | +5.7% | +0.8% |
| 3M | +17.9% | -15.8% | +33.7% | +23.5% |
| 6M | +20.3% | +1.9% | +18.4% | +18.5% |
| YTD | +5.8% | +6.6% | -0.8% | +2.4% |
| 1Y | -7.7% | +23.7% | -31.4% | -15.1% |
| 3Y | +14.7% | +64.6% | -49.9% | -5.2% |
| 5Y | +45.8% | +156.4% | -110.6% | +4.3% |
| All | +45.8% | +155.0% | -109.2% | +4.3% |
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 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