+521.8%
MA vs ADP
+285.1%
+236.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.3% |
| 7D | -2.7% | -3.4% | +0.7% | -0.5% |
| 30D | +1.5% | +2.8% | -1.3% | -0.4% |
| 3M | +20.4% | +20.9% | -0.5% | +5.6% |
| 6M | +11.1% | +29.9% | -18.7% | -7.8% |
| YTD | +2.0% | +9.6% | -7.7% | -5.3% |
| 1Y | -2.2% | -5.3% | +3.1% | +0.2% |
| 3Y | +41.9% | +16.5% | +25.4% | +24.9% |
| 5Y | +75.4% | +49.4% | +26.0% | +27.2% |
| All | +521.8% | +285.1% | +236.8% | +171.2% |
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