+45.3%
MO vs ADP
+20.3%
+25.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +1.0% |
| 7D | +6.9% | +6.4% | +0.5% | +5.8% |
| 30D | +14.9% | +16.6% | -1.7% | +12.5% |
| 3M | +16.4% | +12.9% | +3.6% | +14.4% |
| 6M | +9.6% | +45.7% | -36.1% | +8.3% |
| YTD | +41.8% | +20.6% | +21.2% | +39.4% |
| 1Y | +45.3% | +20.5% | +24.8% | +42.8% |
| All | +45.3% | +20.3% | +25.0% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling