+68,550.7%
MU vs ADP
+12,367.0%
+56,183.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.2% | -18.6% | -18.2% |
| 7D | -29.7% | +7.4% | -37.1% | -33.3% |
| 30D | -37.2% | +17.1% | -54.3% | -44.2% |
| 3M | -26.5% | +14.4% | -40.9% | -34.2% |
| 6M | +2.6% | +47.9% | -45.3% | -27.0% |
| YTD | +130.1% | +22.1% | +108.1% | +83.2% |
| 1Y | +176.7% | +21.8% | +154.9% | +119.6% |
| 3Y | +813.1% | +50.5% | +762.6% | +507.9% |
| 5Y | +822.0% | +49.6% | +772.4% | +506.4% |
| 10Y | +3,936.2% | +329.3% | +3,606.9% | +1,126.0% |
| All | +68,550.7% | +12,367.0% | +56,183.6% | +2,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling