+61.8%
MDT vs ADP
+43.3%
+18.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +16.2% | +11.5% | +4.7% | +12.3% |
| 3M | +18.9% | +12.0% | +6.9% | +14.6% |
| 6M | +37.3% | +43.8% | -6.5% | +23.2% |
| YTD | +9.7% | +20.1% | -10.3% | +5.9% |
| 1Y | +15.2% | +22.3% | -7.1% | +10.1% |
| 3Y | +61.8% | +43.3% | +18.5% | +51.1% |
| All | +61.8% | +43.3% | +18.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling