+279.0%
ADP vs MDY
+170.4%
+108.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.3% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -3.1% | -3.9% | +0.8% | -0.4% |
| 3M | +15.6% | 0.0% | +15.6% | +15.1% |
| 6M | +20.8% | +8.5% | +12.3% | +12.5% |
| YTD | +4.7% | +13.2% | -8.5% | -5.7% |
| 1Y | -8.3% | +15.0% | -23.3% | -18.6% |
| 3Y | +13.6% | +49.6% | -36.0% | -19.9% |
| 5Y | +45.0% | +46.0% | -1.0% | +3.0% |
| 10Y | +279.0% | +176.4% | +102.6% | +60.6% |
| All | +279.0% | +170.4% | +108.5% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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