+138.2%
MO vs ADP
+43.9%
+94.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.8% | +3.2% | -4.0% | -1.4% |
| 30D | +6.5% | +12.8% | -6.3% | +3.9% |
| 3M | +18.3% | +12.3% | +6.0% | +15.5% |
| 6M | +15.6% | +45.4% | -29.9% | +8.7% |
| YTD | +38.8% | +21.4% | +17.4% | +35.7% |
| 1Y | +41.6% | +23.7% | +17.9% | +37.7% |
| 3Y | +138.2% | +43.6% | +94.6% | +122.6% |
| All | +138.2% | +43.9% | +94.4% | +122.6% |
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