+284.5%
ADP vs MLM
+199.9%
+84.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | +2.8% | -6.8% | +9.6% | +5.2% |
| 3M | +20.9% | -11.2% | +32.2% | +25.3% |
| 6M | +29.9% | -21.8% | +51.7% | +40.0% |
| YTD | +9.6% | -17.0% | +26.6% | +15.0% |
| 1Y | -5.3% | -16.4% | +11.1% | -1.1% |
| 3Y | +16.5% | +14.5% | +2.0% | +5.6% |
| 5Y | +49.4% | +41.7% | +7.7% | +22.1% |
| All | +284.5% | +199.9% | +84.6% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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