+4,609.2%
MU vs ADP
+319.4%
+4,289.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.7% |
| 7D | +2.0% | +0.9% | +1.1% | +1.4% |
| 30D | -18.0% | +11.9% | -29.8% | -23.0% |
| 3M | -6.6% | +13.7% | -20.3% | -13.6% |
| 6M | +2.0% | +46.8% | -44.7% | -22.0% |
| YTD | +184.5% | +21.8% | +162.7% | +141.4% |
| 1Y | +236.9% | +23.5% | +213.3% | +181.9% |
| 3Y | +987.0% | +44.1% | +942.9% | +690.4% |
| 5Y | +1,014.6% | +49.9% | +964.8% | +670.0% |
| 10Y | +4,609.2% | +318.8% | +4,290.4% | +1,396.4% |
| All | +4,609.2% | +319.4% | +4,289.8% | +1,396.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling