+4,407.5%
MU vs ADP
+322.2%
+4,085.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +12.8% | +2.2% | +10.6% | +11.7% |
| 30D | -14.9% | +10.6% | -25.4% | -19.6% |
| 3M | -18.0% | +12.9% | -31.0% | -23.9% |
| 6M | -3.1% | +50.6% | -53.8% | -27.0% |
| YTD | +172.9% | +23.2% | +149.7% | +130.3% |
| 1Y | +228.8% | +25.3% | +203.6% | +173.2% |
| 3Y | +950.8% | +47.1% | +903.7% | +654.5% |
| 5Y | +931.3% | +50.1% | +881.2% | +614.0% |
| All | +4,407.5% | +322.2% | +4,085.4% | +1,340.8% |
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