+319.9%
ADP vs MXL
+161.9%
+158.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.0% | +1.0% |
| 7D | +2.2% | +13.4% | -11.3% | +1.1% |
| 30D | +10.6% | -29.2% | +39.8% | +12.4% |
| 3M | +12.9% | -27.2% | +40.1% | +13.4% |
| 6M | +50.6% | -36.4% | +87.1% | +48.8% |
| YTD | +23.2% | +220.0% | -196.8% | -4.1% |
| 1Y | +25.3% | +304.8% | -279.5% | -5.8% |
| 3Y | +47.1% | +238.5% | -191.3% | +2.3% |
| 5Y | +50.1% | -18.8% | +68.8% | +29.6% |
| All | +319.9% | +161.9% | +158.0% | +124.8% |
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