+313.7%
ADP vs MLM
+167.5%
+146.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.3% |
| 7D | +1.1% | -3.8% | +4.9% | +2.4% |
| 30D | +11.5% | +11.0% | +0.5% | +7.3% |
| 3M | +12.0% | -3.1% | +15.1% | +12.9% |
| 6M | +43.8% | -9.8% | +53.6% | +47.6% |
| YTD | +20.1% | -14.4% | +34.4% | +24.4% |
| 1Y | +22.3% | -12.6% | +34.9% | +25.6% |
| 3Y | +43.3% | +19.7% | +23.5% | +27.5% |
| 5Y | +47.3% | +29.8% | +17.6% | +24.1% |
| 10Y | +313.7% | +153.5% | +160.2% | +147.5% |
| All | +313.7% | +167.5% | +146.2% | +147.5% |
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