+1,674.8%
ADP vs MAR
+2,498.9%
-824.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -4.2% | +0.7% | -2.1% |
| 30D | +2.8% | -6.7% | +9.5% | +5.0% |
| 3M | +20.9% | -12.5% | +33.4% | +25.8% |
| 6M | +29.9% | +0.6% | +29.3% | +28.5% |
| YTD | +9.6% | +9.1% | +0.5% | +5.4% |
| 1Y | -5.3% | +26.2% | -31.5% | -13.3% |
| 3Y | +16.5% | +68.2% | -51.7% | -4.4% |
| 5Y | +49.4% | +163.9% | -114.5% | +3.5% |
| 10Y | +282.2% | +420.6% | -138.4% | +97.3% |
| All | +1,674.8% | +2,498.9% | -824.1% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling