+950.5%
ADP vs MXL
+249.5%
+700.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.6% |
| 7D | -3.4% | +1.6% | -5.1% | -3.6% |
| 30D | +2.8% | -7.0% | +9.8% | +3.0% |
| 3M | +20.9% | -33.4% | +54.3% | +22.0% |
| 6M | +29.9% | +260.2% | -230.3% | +2.5% |
| YTD | +9.6% | +260.0% | -250.3% | -13.8% |
| 1Y | -5.3% | +303.5% | -308.7% | -27.3% |
| 3Y | +16.5% | +160.4% | -144.0% | -12.5% |
| 5Y | +49.4% | +14.7% | +34.7% | +21.6% |
| 10Y | +282.2% | +215.6% | +66.6% | +138.8% |
| All | +950.5% | +249.5% | +700.9% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling