-5.3%
ADP vs MDB
+18.3%
-23.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.5% |
| 7D | -3.4% | -17.4% | +14.0% | -0.9% |
| 30D | +2.8% | -2.0% | +4.8% | +2.7% |
| 3M | +20.9% | -3.0% | +23.9% | +20.3% |
| 6M | +29.9% | +48.7% | -18.8% | +22.2% |
| YTD | +9.6% | -12.1% | +21.8% | +5.5% |
| 1Y | -5.3% | +14.5% | -19.8% | -8.1% |
| All | -5.3% | +18.3% | -23.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling