+10.3%
ADM vs MKC
-21.4%
+31.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | +4.2% | -3.0% | +7.2% | +4.7% |
| 30D | -12.8% | +4.8% | -17.7% | -13.5% |
| 3M | -8.5% | -12.8% | +4.4% | -6.7% |
| 6M | -10.9% | +5.0% | -15.9% | -12.2% |
| YTD | +29.4% | -29.1% | +58.5% | +38.7% |
| 1Y | +27.5% | -26.4% | +53.9% | +35.2% |
| 3Y | +10.3% | -21.6% | +32.0% | +14.4% |
| All | +10.3% | -21.4% | +31.8% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling