+23.7%
ADP vs MLM
-14.5%
+38.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | +3.2% | -4.1% | +7.4% | +3.3% |
| 30D | +14.9% | +8.2% | +6.7% | +14.9% |
| 3M | +11.6% | -3.6% | +15.2% | +11.4% |
| 6M | +48.5% | -15.6% | +64.0% | +47.4% |
| YTD | +20.6% | -16.4% | +37.0% | +18.8% |
| 1Y | +23.7% | -14.3% | +38.0% | +20.4% |
| All | +23.7% | -14.5% | +38.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling