+553.1%
MA vs ADP
+318.0%
+235.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +2.3% | +3.2% | -0.9% | +0.2% |
| 30D | +14.7% | +14.9% | -0.2% | +4.5% |
| 3M | +13.5% | +11.6% | +1.9% | +5.2% |
| 6M | +33.1% | +48.5% | -15.3% | +1.2% |
| YTD | +15.1% | +20.6% | -5.5% | 0.0% |
| 1Y | +18.7% | +23.7% | -5.0% | +1.4% |
| 3Y | +72.1% | +47.8% | +24.3% | +29.4% |
| 5Y | +92.8% | +47.7% | +45.1% | +41.4% |
| All | +553.1% | +318.0% | +235.1% | +155.8% |
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