+3,971.9%
MU vs ADP
+318.0%
+3,653.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.4% | +5.7% |
| 7D | -22.0% | +3.2% | -25.2% | -23.4% |
| 30D | -36.6% | +14.9% | -51.5% | -41.4% |
| 3M | -21.7% | +11.6% | -33.3% | -27.0% |
| 6M | +3.5% | +48.5% | -44.9% | -21.7% |
| YTD | +141.9% | +20.6% | +121.4% | +106.3% |
| 1Y | +189.8% | +23.7% | +166.1% | +141.7% |
| 3Y | +855.4% | +47.8% | +807.6% | +579.6% |
| 5Y | +869.2% | +47.7% | +821.4% | +575.0% |
| All | +3,971.9% | +318.0% | +3,653.9% | +1,324.5% |
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