+4,843.5%
ADP vs MCO
+7,904.2%
-3,060.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | +11.6% | +9.1% | +2.5% | +8.2% |
| 3M | +15.1% | +6.2% | +8.8% | +12.6% |
| 6M | +46.0% | +12.6% | +33.4% | +40.0% |
| YTD | +22.4% | -0.2% | +22.6% | +22.0% |
| 1Y | +24.5% | +4.1% | +20.4% | +22.3% |
| 3Y | +44.8% | +50.6% | -5.8% | +24.2% |
| 5Y | +49.1% | +36.2% | +12.8% | +30.6% |
| 10Y | +320.9% | +453.9% | -133.0% | +137.9% |
| All | +4,843.5% | +7,904.2% | -3,060.7% | +968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling