+254.1%
MP vs ADP
+134.5%
+119.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +5.4% |
| 7D | -10.5% | +3.2% | -13.7% | -11.6% |
| 30D | -23.5% | +14.9% | -38.4% | -27.8% |
| 3M | -25.4% | +11.6% | -37.1% | -29.0% |
| 6M | -51.3% | +48.5% | -99.7% | -60.1% |
| YTD | -29.9% | +20.6% | -50.5% | -36.4% |
| 1Y | -31.8% | +23.7% | -55.5% | -39.3% |
| 3Y | +127.0% | +47.8% | +79.2% | +68.3% |
| 5Y | -3.3% | +47.7% | -51.0% | -28.4% |
| All | +254.1% | +134.5% | +119.6% | +128.1% |
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