+275.2%
ADP vs MCO
+385.7%
-110.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | -5.7% | -7.3% | +1.6% | -1.7% |
| 30D | -1.4% | -1.7% | +0.3% | -0.5% |
| 3M | +16.6% | +3.9% | +12.6% | +14.0% |
| 6M | +24.9% | +3.8% | +21.1% | +22.2% |
| YTD | +5.6% | -7.9% | +13.5% | +9.6% |
| 1Y | -6.0% | -6.8% | +0.8% | -3.3% |
| 3Y | +14.5% | +40.9% | -26.5% | -8.7% |
| 5Y | +47.9% | +27.5% | +20.4% | +21.9% |
| All | +275.2% | +385.7% | -110.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling