+264.6%
MP vs ADP
+136.1%
+128.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -3.6% | +3.2% | -6.8% | -4.8% |
| 30D | -21.0% | +12.8% | -33.7% | -24.8% |
| 3M | -33.3% | +12.3% | -45.6% | -36.6% |
| 6M | -45.9% | +45.4% | -91.3% | -55.2% |
| YTD | -27.8% | +21.4% | -49.2% | -34.7% |
| 1Y | -43.2% | +23.7% | -66.9% | -49.3% |
| 3Y | +144.0% | +43.6% | +100.4% | +85.6% |
| 5Y | -6.1% | +48.7% | -54.8% | -30.6% |
| All | +264.6% | +136.1% | +128.5% | +134.3% |
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