+4,271.9%
MU vs ADP
+327.9%
+3,944.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -12.0% | +1.1% | -13.1% | -12.8% |
| 30D | -28.7% | +11.5% | -40.3% | -33.1% |
| 3M | -16.4% | +12.0% | -28.5% | -22.2% |
| 6M | -1.8% | +43.8% | -45.6% | -24.2% |
| YTD | +157.1% | +20.1% | +137.0% | +119.6% |
| 1Y | +208.5% | +22.3% | +186.2% | +159.0% |
| 3Y | +906.2% | +43.3% | +862.9% | +631.9% |
| 5Y | +893.4% | +47.3% | +846.1% | +592.4% |
| 10Y | +4,271.9% | +313.7% | +3,958.2% | +1,370.6% |
| All | +4,271.9% | +327.9% | +3,944.0% | +1,370.6% |
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