+127.0%
MP vs ADP
+48.5%
+78.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.2% | +4.7% |
| 7D | -10.5% | +3.2% | -13.7% | -9.8% |
| 30D | -23.5% | +14.9% | -38.4% | -21.3% |
| 3M | -25.4% | +11.6% | -37.1% | -23.6% |
| 6M | -51.3% | +48.5% | -99.7% | -49.0% |
| YTD | -29.9% | +20.6% | -50.5% | -25.7% |
| 1Y | -31.8% | +23.7% | -55.5% | -28.0% |
| 3Y | +127.0% | +47.8% | +79.2% | +91.7% |
| All | +127.0% | +48.5% | +78.4% | +91.7% |
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