+287.6%
MP vs ADP
+139.6%
+148.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +9.5% | +2.2% | +7.3% | +8.6% |
| 30D | -3.0% | +10.6% | -13.5% | -6.9% |
| 3M | -30.4% | +12.9% | -43.3% | -33.9% |
| 6M | -39.2% | +50.6% | -89.8% | -50.4% |
| YTD | -23.3% | +23.2% | -46.5% | -30.9% |
| 1Y | -32.6% | +25.3% | -57.9% | -40.1% |
| 3Y | +159.3% | +47.1% | +112.1% | +94.8% |
| 5Y | -16.4% | +50.1% | -66.5% | -38.4% |
| All | +287.6% | +139.6% | +148.0% | +147.8% |
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