+282.9%
ADP vs MTB
+173.3%
+109.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -5.5% | +2.8% | -8.2% | -6.3% |
| 30D | -1.2% | -4.2% | +2.9% | 0.0% |
| 3M | +17.9% | +7.8% | +10.1% | +14.9% |
| 6M | +20.3% | +14.8% | +5.5% | +14.7% |
| YTD | +5.8% | +20.8% | -14.9% | -0.9% |
| 1Y | -7.7% | +23.1% | -30.8% | -14.2% |
| 3Y | +14.7% | +114.8% | -100.1% | -13.3% |
| 5Y | +45.8% | +103.3% | -57.5% | +8.2% |
| All | +282.9% | +173.3% | +109.6% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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