+5,533.9%
ADP vs MLM
+3,039.4%
+2,494.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +2.6% |
| 7D | +7.4% | -1.2% | +8.6% | +7.7% |
| 30D | +17.1% | +7.9% | +9.1% | +14.5% |
| 3M | +14.4% | -4.5% | +18.9% | +15.6% |
| 6M | +47.9% | -12.6% | +60.5% | +52.3% |
| YTD | +22.1% | -14.9% | +36.9% | +25.8% |
| 1Y | +21.8% | -13.1% | +34.8% | +24.7% |
| 3Y | +50.5% | +21.2% | +29.3% | +38.7% |
| 5Y | +49.6% | +32.0% | +17.6% | +33.1% |
| 10Y | +329.3% | +195.3% | +133.9% | +195.3% |
| All | +5,533.9% | +3,039.4% | +2,494.5% | +2,051.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling