+4,524.1%
MU vs ADP
+319.4%
+4,204.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +21.6% | +0.3% | +21.4% | +21.4% |
| 30D | -16.2% | +11.6% | -27.8% | -21.3% |
| 3M | -12.4% | +15.1% | -27.4% | -19.4% |
| 6M | +4.2% | +46.0% | -41.8% | -20.0% |
| YTD | +180.0% | +22.4% | +157.6% | +137.0% |
| 1Y | +226.4% | +24.5% | +201.9% | +172.0% |
| 3Y | +969.7% | +44.8% | +924.9% | +675.9% |
| 5Y | +957.9% | +49.1% | +908.9% | +634.8% |
| All | +4,524.1% | +319.4% | +4,204.7% | +1,382.7% |
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