+18.5%
ADP vs MTB
+116.9%
-98.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +1.7% | -5.2% | -3.8% |
| 30D | +2.8% | -4.2% | +7.0% | +3.8% |
| 3M | +20.9% | +8.9% | +12.1% | +18.4% |
| 6M | +29.9% | +10.9% | +19.0% | +26.4% |
| YTD | +9.6% | +21.5% | -11.8% | +4.4% |
| 1Y | -5.3% | +21.9% | -27.2% | -10.0% |
| All | +18.5% | +116.9% | -98.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling