+222.2%
ADP vs MDB
+848.0%
-625.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | +3.2% | -11.4% | +14.6% | +4.6% |
| 30D | +14.9% | -13.8% | +28.7% | +16.4% |
| 3M | +11.6% | -15.5% | +27.1% | +12.6% |
| 6M | +48.5% | +17.9% | +30.5% | +43.2% |
| YTD | +20.6% | -25.5% | +46.0% | +21.6% |
| 1Y | +23.7% | -12.1% | +35.8% | +22.0% |
| 3Y | +47.8% | -5.9% | +53.7% | +37.8% |
| 5Y | +47.7% | -43.7% | +91.4% | +37.8% |
| All | +222.2% | +848.0% | -625.8% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling