+445.3%
MP vs ADP
+113.2%
+332.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | -2.9% | -3.4% | +0.6% | -1.5% |
| 30D | +13.8% | +2.8% | +11.0% | +12.4% |
| 3M | -16.7% | +20.9% | -37.6% | -24.6% |
| 6M | -11.5% | +29.9% | -41.4% | -23.6% |
| YTD | +7.9% | +9.6% | -1.7% | +2.1% |
| 1Y | -15.0% | -5.3% | -9.8% | -12.5% |
| 3Y | +153.5% | +16.5% | +137.0% | +117.7% |
| 5Y | +58.7% | +49.4% | +9.3% | +16.9% |
| All | +445.3% | +113.2% | +332.1% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling