+1,136.9%
ADM vs MCO
+7,504.3%
-6,367.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -0.1% | -2.7% | +2.7% | +0.7% |
| 30D | +11.0% | +0.9% | +10.1% | +10.6% |
| 3M | +6.0% | +8.7% | -2.7% | +3.1% |
| 6M | +26.9% | +2.4% | +24.5% | +25.1% |
| YTD | +50.0% | -5.2% | +55.2% | +50.3% |
| 1Y | +39.6% | -4.4% | +44.0% | +39.2% |
| 3Y | +18.5% | +45.1% | -26.6% | +3.4% |
| 5Y | +62.6% | +31.5% | +31.1% | +43.0% |
| 10Y | +162.4% | +380.7% | -218.3% | +56.4% |
| All | +1,136.9% | +7,504.3% | -6,367.3% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling