+104.7%
MPC vs ADP
+23.8%
+80.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.4% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | -12.2% | +11.9% | -24.1% | -13.7% |
| 3M | +20.1% | +13.7% | +6.3% | +17.4% |
| 6M | +60.6% | +46.8% | +13.8% | +49.4% |
| YTD | +150.6% | +21.8% | +128.8% | +122.6% |
| 1Y | +104.7% | +23.5% | +81.1% | +83.4% |
| All | +104.7% | +23.8% | +80.8% | +83.4% |
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