+20.5%
ADP vs MKTX
+5.4%
+15.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +6.4% | +0.5% | +5.9% | +6.3% |
| 30D | +16.6% | +1.0% | +15.7% | +16.6% |
| 3M | +12.9% | +2.5% | +10.4% | +12.8% |
| 6M | +45.7% | +8.0% | +37.6% | +46.9% |
| YTD | +20.6% | -7.3% | +27.9% | +23.0% |
| 1Y | +20.5% | +4.7% | +15.8% | +23.5% |
| All | +20.5% | +5.4% | +15.1% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling