+317.2%
ADP vs MLM
+140.0%
+177.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +0.3% | -2.0% | +2.2% | +0.9% |
| 30D | +11.6% | +9.5% | +2.1% | +7.9% |
| 3M | +15.1% | -4.7% | +19.8% | +16.7% |
| 6M | +46.0% | -10.7% | +56.7% | +50.4% |
| YTD | +22.4% | -16.6% | +38.9% | +28.0% |
| 1Y | +24.5% | -15.4% | +39.9% | +29.4% |
| 3Y | +44.8% | +15.9% | +28.9% | +30.3% |
| 5Y | +49.1% | +27.1% | +21.9% | +26.4% |
| All | +317.2% | +140.0% | +177.2% | +152.2% |
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