+47.8%
ADP vs MTB
+95.2%
-47.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.2% | -1.3% | +4.6% | +3.6% |
| 30D | +14.9% | +0.5% | +14.4% | +14.8% |
| 3M | +11.6% | -12.4% | +24.0% | +15.0% |
| 6M | +48.5% | +1.5% | +47.0% | +47.7% |
| YTD | +20.6% | +10.3% | +10.3% | +17.4% |
| 1Y | +23.7% | +22.2% | +1.5% | +17.5% |
| 3Y | +47.8% | +96.9% | -49.1% | +29.9% |
| All | +47.8% | +95.2% | -47.4% | +29.9% |
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