+1,362.4%
MU vs ADP
+16.9%
+1,345.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +5.3% |
| 7D | +9.0% | -3.4% | +12.4% | +7.6% |
| 30D | +13.8% | +2.8% | +11.0% | +15.2% |
| 3M | +2.1% | +20.9% | -18.8% | +9.5% |
| 6M | +153.8% | +29.9% | +123.9% | +172.0% |
| YTD | +256.4% | +9.6% | +246.7% | +295.7% |
| 1Y | +719.8% | -5.3% | +725.0% | +850.5% |
| All | +1,362.4% | +16.9% | +1,345.6% | +1,620.4% |
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