+569.6%
MA vs ADP
+319.4%
+250.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.8% | +0.9% | -2.7% | -2.4% |
| 30D | +11.0% | +11.9% | -0.9% | +3.0% |
| 3M | +17.9% | +13.7% | +4.1% | +7.8% |
| 6M | +33.2% | +46.8% | -13.6% | +2.0% |
| YTD | +16.5% | +21.8% | -5.3% | +0.6% |
| 1Y | +19.1% | +23.5% | -4.4% | +1.9% |
| 3Y | +70.6% | +44.1% | +26.5% | +30.5% |
| 5Y | +92.1% | +49.9% | +42.2% | +39.5% |
| 10Y | +569.6% | +318.8% | +250.8% | +151.9% |
| All | +569.6% | +319.4% | +250.2% | +151.9% |
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