+171.1%
ADM vs MKC
+29.9%
+141.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.5% | -1.5% | +4.0% | +2.9% |
| 30D | +9.5% | -3.1% | +12.6% | +10.4% |
| 3M | +10.6% | +5.2% | +5.4% | +8.3% |
| 6M | +24.0% | -12.8% | +36.8% | +28.4% |
| YTD | +54.0% | -23.3% | +77.2% | +65.6% |
| 1Y | +45.3% | -24.1% | +69.4% | +56.5% |
| 3Y | +21.8% | -32.1% | +53.9% | +34.8% |
| 5Y | +66.8% | -32.8% | +99.6% | +82.2% |
| All | +171.1% | +29.9% | +141.2% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling