-9.2%
ADP vs MULL
+2,481.0%
-2,490.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.6% |
| 7D | -5.5% | +14.0% | -19.5% | -5.1% |
| 30D | -1.2% | +24.8% | -26.0% | -0.5% |
| 3M | +17.9% | -16.1% | +34.0% | +18.5% |
| 6M | +20.3% | +330.9% | -310.6% | +19.3% |
| YTD | +5.8% | +545.0% | -539.2% | +3.7% |
| 1Y | -7.7% | +2,427.1% | -2,434.8% | -14.6% |
| All | -9.2% | +2,481.0% | -2,490.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling