+554.8%
MA vs ADP
+327.9%
+226.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | +11.3% | +11.5% | -0.2% | +3.5% |
| 3M | +16.7% | +12.0% | +4.6% | +7.8% |
| 6M | +32.8% | +43.8% | -11.0% | +3.1% |
| YTD | +15.6% | +20.1% | -4.4% | +0.8% |
| 1Y | +19.6% | +22.3% | -2.7% | +2.9% |
| 3Y | +72.1% | +43.3% | +28.8% | +32.1% |
| 5Y | +96.0% | +47.3% | +48.7% | +44.0% |
| 10Y | +554.8% | +313.7% | +241.1% | +151.1% |
| All | +554.8% | +327.9% | +226.9% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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