+1,908.9%
ADM vs MKC
+3,376.8%
-1,467.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +3.8% | -5.9% | +9.6% | +5.6% |
| 30D | +9.8% | -0.9% | +10.6% | +9.9% |
| 3M | +2.1% | +12.7% | -10.6% | -2.0% |
| 6M | +27.5% | -19.3% | +46.8% | +34.5% |
| YTD | +50.2% | -22.2% | +72.4% | +59.8% |
| 1Y | +40.6% | -23.3% | +63.9% | +49.9% |
| 3Y | +17.2% | -30.0% | +47.2% | +27.0% |
| 5Y | +61.9% | -33.8% | +95.7% | +76.2% |
| 10Y | +159.3% | +24.4% | +134.8% | +128.1% |
| All | +1,908.9% | +3,376.8% | -1,467.9% | +694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling