+871.5%
MU vs ADP
+43.9%
+827.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -0.5% |
| 7D | -15.2% | +3.2% | -18.4% | -13.5% |
| 30D | -29.5% | +12.8% | -42.3% | -24.7% |
| 3M | -15.8% | +12.3% | -28.1% | -9.9% |
| 6M | -2.9% | +45.4% | -48.3% | +12.3% |
| YTD | +154.2% | +21.4% | +132.8% | +205.3% |
| 1Y | +186.6% | +23.7% | +162.9% | +241.1% |
| 3Y | +871.5% | +43.6% | +827.8% | +1,109.6% |
| All | +871.5% | +43.9% | +827.6% | +1,109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling