+94.4%
MO vs ADP
+13.9%
+80.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -0.4% |
| 7D | -2.0% | -5.5% | +3.5% | -1.0% |
| 30D | -0.3% | -1.2% | +1.0% | -0.1% |
| 3M | -2.9% | +17.9% | -20.8% | -5.1% |
| 6M | +5.8% | +20.3% | -14.6% | +3.4% |
| YTD | +22.0% | +5.8% | +16.2% | +22.3% |
| 1Y | +10.7% | -7.7% | +18.4% | +14.3% |
| 3Y | +94.4% | +14.7% | +79.6% | +92.0% |
| All | +94.4% | +13.9% | +80.5% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling