+45.2%
MO vs ADP
+26.1%
+19.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | +3.3% | +2.2% | +1.1% | +2.9% |
| 30D | +7.5% | +10.6% | -3.0% | +5.9% |
| 3M | +22.8% | +12.9% | +9.8% | +20.4% |
| 6M | +13.4% | +50.6% | -37.3% | +11.8% |
| YTD | +43.0% | +23.2% | +19.8% | +39.6% |
| 1Y | +45.2% | +25.3% | +20.0% | +41.5% |
| All | +45.2% | +26.1% | +19.1% | +41.5% |
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