+92.3%
MA vs ADP
+47.3%
+45.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +2.3% | +3.2% | -0.9% | +0.5% |
| 30D | +14.7% | +14.9% | -0.2% | +5.9% |
| 3M | +13.5% | +11.6% | +1.9% | +6.3% |
| 6M | +33.1% | +48.5% | -15.3% | +4.9% |
| YTD | +15.1% | +20.6% | -5.5% | +2.4% |
| 1Y | +18.7% | +23.7% | -5.0% | +4.0% |
| 3Y | +72.1% | +47.8% | +24.3% | +36.2% |
| All | +92.3% | +47.3% | +45.0% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling