+27.5%
ADM vs MKC
-21.6%
+49.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.1% |
| 7D | +3.8% | -5.9% | +9.6% | +2.9% |
| 30D | +9.8% | -0.9% | +10.6% | +9.7% |
| 3M | +2.1% | +12.7% | -10.6% | +4.8% |
| 6M | +27.5% | -19.3% | +46.8% | +23.4% |
| All | +27.5% | -21.6% | +49.1% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling