+2.3%
ADP vs MDLN
-7.5%
+9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.2% |
| 7D | -5.7% | -11.5% | +5.8% | -4.7% |
| 30D | -1.4% | -7.6% | +6.2% | -0.7% |
| 3M | +16.6% | -11.4% | +27.9% | +18.5% |
| 6M | +24.9% | -24.5% | +49.4% | +27.8% |
| YTD | +5.6% | -22.9% | +28.5% | +7.8% |
| All | +2.3% | -7.5% | +9.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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