+7,983.2%
MDT vs ADP
+11,097.1%
-3,113.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.0% |
| 7D | +3.2% | -3.4% | +6.7% | +4.7% |
| 30D | +9.5% | +2.8% | +6.7% | +8.2% |
| 3M | +16.0% | +20.9% | -5.0% | +7.0% |
| 6M | +0.2% | +29.9% | -29.7% | -10.9% |
| YTD | -0.3% | +9.6% | -9.9% | -5.2% |
| 1Y | +4.7% | -5.3% | +10.0% | +5.6% |
| 3Y | +26.5% | +16.5% | +10.1% | +16.0% |
| 5Y | -18.2% | +49.4% | -67.6% | -33.4% |
| 10Y | +40.0% | +282.2% | -242.2% | -24.0% |
| All | +7,983.2% | +11,097.1% | -3,113.9% | +1,024.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling