+1,167.2%
ADP vs MKTX
+1,445.7%
-278.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -1.2% | +1.0% | -2.2% | -1.4% |
| 3M | +17.9% | +41.3% | -23.4% | +9.7% |
| 6M | +20.3% | -11.3% | +31.7% | +21.8% |
| YTD | +5.8% | -8.6% | +14.4% | +6.4% |
| 1Y | -7.7% | -11.1% | +3.3% | -6.9% |
| 3Y | +14.7% | -24.5% | +39.2% | +16.7% |
| 5Y | +45.8% | -61.4% | +107.2% | +64.9% |
| 10Y | +270.5% | +6.8% | +263.7% | +242.4% |
| All | +1,167.2% | +1,445.7% | -278.5% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling