+27.5%
MDT vs ADP
+13.9%
+13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.9% |
| 7D | +0.4% | -5.5% | +5.9% | +1.9% |
| 30D | +6.0% | -1.2% | +7.2% | +6.3% |
| 3M | +15.5% | +17.9% | -2.3% | +10.5% |
| 6M | +3.4% | +20.3% | -16.9% | -1.3% |
| YTD | -2.2% | +5.8% | -8.0% | -2.3% |
| 1Y | +2.6% | -7.7% | +10.3% | +7.9% |
| 3Y | +27.5% | +14.7% | +12.8% | +24.7% |
| All | +27.5% | +13.9% | +13.7% | +24.7% |
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