+18.5%
ADP vs MUB
+8.6%
+9.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -0.9% | -2.6% | -2.9% |
| 30D | +2.8% | -1.4% | +4.2% | +3.7% |
| 3M | +20.9% | -2.2% | +23.1% | +22.5% |
| 6M | +29.9% | -1.9% | +31.8% | +31.4% |
| YTD | +9.6% | -0.8% | +10.4% | +10.1% |
| 1Y | -5.3% | +2.7% | -8.0% | -7.1% |
| All | +18.5% | +8.6% | +9.9% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling