+14.1%
ADP vs MXL
+209.6%
-195.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.0% |
| 7D | -5.7% | +19.0% | -24.7% | -5.6% |
| 30D | -3.1% | +4.5% | -7.6% | -3.1% |
| 3M | +15.6% | -1.5% | +17.1% | +14.8% |
| 6M | +20.8% | +348.6% | -327.8% | +13.5% |
| YTD | +4.7% | +310.3% | -305.5% | -1.4% |
| 1Y | -8.3% | +344.7% | -353.0% | -14.2% |
| All | +14.1% | +209.6% | -195.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling