+4,316.7%
ADP vs MDY
+2,597.3%
+1,719.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +0.3% | +3.0% | -2.8% | -1.8% |
| 30D | +11.6% | +0.8% | +10.8% | +10.7% |
| 3M | +15.1% | -5.1% | +20.2% | +18.8% |
| 6M | +46.0% | +1.2% | +44.9% | +43.5% |
| YTD | +22.4% | +12.5% | +9.9% | +11.2% |
| 1Y | +24.5% | +13.8% | +10.7% | +12.1% |
| 3Y | +44.8% | +56.4% | -11.6% | +2.5% |
| 5Y | +49.1% | +35.3% | +13.8% | +16.1% |
| 10Y | +320.9% | +167.7% | +153.1% | +103.7% |
| All | +4,316.7% | +2,597.3% | +1,719.4% | +312.0% |
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