+220.8%
ADP vs MDB
+892.0%
-671.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.1% | -1.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | +11.5% | -15.2% | +26.7% | +13.2% |
| 3M | +12.0% | -17.9% | +30.0% | +13.5% |
| 6M | +43.8% | +9.3% | +34.5% | +39.9% |
| YTD | +20.1% | -22.0% | +42.1% | +20.4% |
| 1Y | +22.3% | -9.3% | +31.6% | +20.1% |
| 3Y | +43.3% | -10.4% | +53.7% | +34.7% |
| 5Y | +47.3% | -43.2% | +90.6% | +37.5% |
| All | +220.8% | +892.0% | -671.2% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling