+5.7%
ADP vs MULL
+1,230.7%
-1,224.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +0.5% |
| 7D | +2.2% | +24.5% | -22.4% | +3.0% |
| 30D | +10.6% | -35.5% | +46.1% | +9.7% |
| 3M | +12.9% | -44.8% | +57.7% | +11.8% |
| 6M | +50.6% | -45.5% | +96.1% | +49.8% |
| YTD | +23.2% | +232.5% | -209.3% | +19.1% |
| 1Y | +25.3% | +343.3% | -318.0% | +20.0% |
| All | +5.7% | +1,230.7% | -1,224.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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