+45.8%
ADP vs MDY
+47.1%
-1.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -5.5% | +1.0% | -6.5% | -6.0% |
| 30D | -1.2% | -3.1% | +1.9% | +0.5% |
| 3M | +17.9% | +1.8% | +16.0% | +16.2% |
| 6M | +20.3% | +10.8% | +9.5% | +12.3% |
| YTD | +5.8% | +14.4% | -8.6% | -3.3% |
| 1Y | -7.7% | +15.2% | -22.9% | -16.2% |
| 3Y | +14.7% | +51.2% | -36.5% | -15.2% |
| 5Y | +45.8% | +47.2% | -1.5% | +7.5% |
| All | +45.8% | +47.1% | -1.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling