+40.6%
ADM vs MCO
+0.4%
+40.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.1% |
| 7D | +3.8% | -4.2% | +7.9% | +3.5% |
| 30D | +9.8% | +2.2% | +7.6% | +9.9% |
| 3M | +2.1% | +10.1% | -8.0% | +2.6% |
| 6M | +27.5% | +5.3% | +22.2% | +28.0% |
| YTD | +50.2% | -2.7% | +52.9% | +52.1% |
| 1Y | +40.6% | -0.4% | +41.0% | +41.6% |
| All | +40.6% | +0.4% | +40.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling