+49.1%
ADP vs MCO
+36.8%
+12.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | +0.3% | -1.7% | +2.0% | +1.1% |
| 30D | +11.6% | +9.1% | +2.5% | +6.9% |
| 3M | +15.1% | +6.2% | +8.8% | +11.6% |
| 6M | +46.0% | +12.6% | +33.4% | +37.7% |
| YTD | +22.4% | -0.2% | +22.6% | +21.5% |
| 1Y | +24.5% | +4.1% | +20.4% | +21.2% |
| 3Y | +44.8% | +50.6% | -5.8% | +16.3% |
| 5Y | +49.1% | +36.2% | +12.8% | +24.3% |
| All | +49.1% | +36.8% | +12.3% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling