+315.5%
ADP vs MUB
+21.1%
+294.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.4% |
| 7D | +3.2% | +0.7% | +2.5% | +2.4% |
| 30D | +14.9% | +4.4% | +10.5% | +9.1% |
| 3M | +11.6% | -0.2% | +11.8% | +11.9% |
| 6M | +48.5% | -0.6% | +49.1% | +49.6% |
| YTD | +20.6% | +0.3% | +20.2% | +20.0% |
| 1Y | +23.7% | +0.8% | +22.9% | +22.5% |
| 3Y | +47.8% | +12.0% | +35.8% | +26.8% |
| 5Y | +47.7% | +3.4% | +44.3% | +41.9% |
| All | +315.5% | +21.1% | +294.3% | +293.9% |
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