+133.5%
ADI vs MKC
-33.4%
+167.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +2.6% | -4.3% | +6.9% | +3.2% |
| 30D | -4.6% | -3.1% | -1.5% | -4.3% |
| 3M | -9.5% | +6.8% | -16.3% | -10.7% |
| 6M | +14.8% | -18.3% | +33.2% | +19.3% |
| YTD | +35.8% | -23.1% | +58.9% | +42.6% |
| 1Y | +48.9% | -23.7% | +72.6% | +56.5% |
| 3Y | +115.6% | -31.0% | +146.6% | +131.1% |
| All | +133.5% | -33.4% | +167.0% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling