+18.5%
ADM vs MKC
-29.9%
+48.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.1% | -4.3% | +4.3% | +0.6% |
| 30D | +11.0% | -2.0% | +13.0% | +11.3% |
| 3M | +6.0% | +10.0% | -4.0% | +4.0% |
| 6M | +26.9% | -18.5% | +45.4% | +32.6% |
| YTD | +50.0% | -22.4% | +72.4% | +58.3% |
| 1Y | +39.6% | -23.6% | +63.2% | +47.7% |
| 3Y | +18.5% | -30.4% | +49.0% | +23.7% |
| All | +18.5% | -29.9% | +48.4% | +23.7% |
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