+155.7%
MO vs ADP
+322.2%
-166.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.7% |
| 7D | +3.3% | +2.2% | +1.1% | +2.6% |
| 30D | +7.5% | +10.6% | -3.0% | +4.1% |
| 3M | +22.8% | +12.9% | +9.8% | +17.9% |
| 6M | +13.4% | +50.6% | -37.3% | -0.9% |
| YTD | +43.0% | +23.2% | +19.8% | +32.8% |
| 1Y | +45.2% | +25.3% | +20.0% | +34.0% |
| 3Y | +145.5% | +47.1% | +98.4% | +111.9% |
| 5Y | +157.1% | +50.1% | +107.0% | +115.0% |
| All | +155.7% | +322.2% | -166.5% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling