+3,856.8%
ADP vs MDY
+2,662.7%
+1,194.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | +2.8% | -1.5% | +4.3% | +3.7% |
| 3M | +20.9% | +0.8% | +20.2% | +19.7% |
| 6M | +29.9% | +7.4% | +22.5% | +22.3% |
| YTD | +9.6% | +15.2% | -5.6% | -1.6% |
| 1Y | -5.3% | +16.5% | -21.8% | -15.9% |
| 3Y | +16.5% | +46.8% | -30.3% | -13.5% |
| 5Y | +49.4% | +46.0% | +3.4% | +10.6% |
| 10Y | +282.2% | +172.1% | +110.1% | +83.5% |
| All | +3,856.8% | +2,662.7% | +1,194.1% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling