+1,843.4%
ADP vs MAR
+3,121.8%
-1,278.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +11.5% | +14.0% | -2.5% | +6.9% |
| 3M | +12.0% | +18.1% | -6.1% | +6.1% |
| 6M | +43.8% | +18.6% | +25.2% | +35.4% |
| YTD | +20.1% | +35.3% | -15.2% | +7.6% |
| 1Y | +22.3% | +44.5% | -22.2% | +7.2% |
| 3Y | +43.3% | +120.7% | -77.4% | +7.8% |
| 5Y | +47.3% | +164.1% | -116.7% | +2.3% |
| 10Y | +313.7% | +515.5% | -201.8% | +102.4% |
| All | +1,843.4% | +3,121.8% | -1,278.4% | +349.0% |
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 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