+270.5%
ADP vs MUB
+17.9%
+252.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.5% | -0.3% | -5.2% | -5.1% |
| 30D | -1.2% | -1.5% | +0.3% | +0.7% |
| 3M | +17.9% | -1.9% | +19.8% | +20.7% |
| 6M | +20.3% | -1.7% | +22.0% | +22.8% |
| YTD | +5.8% | -0.8% | +6.6% | +6.8% |
| 1Y | -7.7% | +1.5% | -9.2% | -9.5% |
| 3Y | +14.7% | +8.8% | +6.0% | +2.2% |
| 5Y | +45.8% | +2.0% | +43.8% | +42.5% |
| 10Y | +270.5% | +18.0% | +252.5% | +272.7% |
| All | +270.5% | +17.9% | +252.6% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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