-40.7%
MP vs ADP
+23.8%
-64.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.9% |
| 7D | +2.3% | +0.9% | +1.4% | +2.9% |
| 30D | -15.3% | +11.9% | -27.2% | -9.9% |
| 3M | -33.5% | +13.7% | -47.2% | -28.6% |
| 6M | -45.5% | +46.8% | -92.3% | -35.3% |
| YTD | -27.3% | +21.8% | -49.1% | -23.2% |
| 1Y | -40.7% | +23.5% | -64.2% | -36.8% |
| All | -40.7% | +23.8% | -64.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling