+4,253.4%
ADP vs MCK
+6,818.8%
-2,565.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -2.9% | +0.2% | -2.1% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +20.5% | +12.1% | +8.4% | +17.1% |
| 6M | +28.8% | -5.4% | +34.2% | +30.0% |
| YTD | +6.6% | +7.8% | -1.2% | +3.8% |
| 1Y | -6.9% | +22.9% | -29.8% | -12.4% |
| 3Y | +16.1% | +110.7% | -94.6% | -5.1% |
| 5Y | +49.3% | +346.2% | -296.8% | +1.3% |
| 10Y | +285.8% | +440.1% | -154.4% | +140.7% |
| All | +4,253.4% | +6,818.8% | -2,565.4% | +1,356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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