+278.9%
ADP vs MKTX
+5.0%
+273.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -0.2% | -2.5% | -2.7% |
| 30D | +0.2% | +0.7% | -0.5% | +0.1% |
| 3M | +20.5% | +40.8% | -20.3% | +10.7% |
| 6M | +28.8% | -8.0% | +36.8% | +30.2% |
| YTD | +6.6% | -8.7% | +15.4% | +7.8% |
| 1Y | -6.9% | -11.8% | +4.9% | -5.3% |
| 3Y | +16.1% | -24.0% | +40.2% | +18.2% |
| 5Y | +49.3% | -60.3% | +109.7% | +76.3% |
| All | +278.9% | +5.0% | +273.9% | +268.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling