-20.1%
MDT vs ADP
+47.6%
-67.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.7% |
| 7D | +0.4% | -5.5% | +5.9% | +2.4% |
| 30D | +6.0% | -1.2% | +7.2% | +6.4% |
| 3M | +15.5% | +17.9% | -2.3% | +8.9% |
| 6M | +3.4% | +20.3% | -16.9% | -3.5% |
| YTD | -2.2% | +5.8% | -8.0% | -4.0% |
| 1Y | +2.6% | -7.7% | +10.3% | +6.5% |
| 3Y | +27.5% | +14.7% | +12.8% | +20.2% |
| 5Y | -20.1% | +45.8% | -65.8% | -37.9% |
| All | -20.1% | +47.6% | -67.6% | -37.9% |
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