+40.6%
MDT vs ADP
+270.4%
-229.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.3% | -5.7% | +5.4% | +2.3% |
| 30D | +2.8% | -3.1% | +5.9% | +4.1% |
| 3M | +13.1% | +15.6% | -2.5% | +5.6% |
| 6M | +2.3% | +20.8% | -18.5% | -7.0% |
| YTD | -2.7% | +4.7% | -7.4% | -5.7% |
| 1Y | +0.9% | -8.3% | +9.2% | +4.1% |
| 3Y | +26.8% | +13.6% | +13.3% | +16.4% |
| 5Y | -19.5% | +45.0% | -64.5% | -36.1% |
| 10Y | +40.6% | +279.0% | -238.4% | -25.0% |
| All | +40.6% | +270.4% | -229.9% | -25.0% |
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