+275.2%
ADP vs MXL
+284.4%
-9.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -5.7% | +16.6% | -22.3% | -7.0% |
| 30D | -1.4% | +0.5% | -1.9% | -1.9% |
| 3M | +16.6% | -3.6% | +20.2% | +13.3% |
| 6M | +24.9% | +328.0% | -303.1% | -3.1% |
| YTD | +5.6% | +297.8% | -292.2% | -17.7% |
| 1Y | -6.0% | +339.4% | -345.4% | -28.4% |
| 3Y | +14.5% | +201.7% | -187.3% | -15.7% |
| 5Y | +47.9% | +32.8% | +15.1% | +19.8% |
| All | +275.2% | +284.4% | -9.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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