+113.2%
MPC vs ADP
+24.2%
+89.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +9.4% | +0.3% | +9.2% | +9.4% |
| 30D | -13.4% | +11.6% | -25.1% | -14.9% |
| 3M | +18.9% | +15.1% | +3.8% | +16.0% |
| 6M | +64.9% | +46.0% | +18.9% | +53.5% |
| YTD | +156.8% | +22.4% | +134.4% | +128.0% |
| 1Y | +113.2% | +24.5% | +88.7% | +91.9% |
| All | +113.2% | +24.2% | +89.0% | +91.9% |
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