+47.1%
ADP vs MUB
+9.9%
+37.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +2.2% | -1.3% | +3.4% | +3.0% |
| 30D | +10.6% | +2.2% | +8.4% | +9.2% |
| 3M | +12.9% | -1.6% | +14.5% | +13.6% |
| 6M | +50.6% | -1.3% | +51.9% | +51.3% |
| YTD | +23.2% | -0.7% | +23.8% | +23.2% |
| 1Y | +25.3% | -0.2% | +25.5% | +25.0% |
| 3Y | +47.1% | +9.6% | +37.5% | +36.2% |
| All | +47.1% | +9.9% | +37.2% | +36.2% |
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