+4,174.6%
ADP vs MCO
+7,504.3%
-3,329.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.6% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -1.2% | +0.9% | -2.2% | -1.5% |
| 3M | +17.9% | +8.7% | +9.2% | +14.5% |
| 6M | +20.3% | +2.4% | +17.9% | +19.3% |
| YTD | +5.8% | -5.2% | +11.0% | +7.5% |
| 1Y | -7.7% | -4.4% | -3.3% | -6.6% |
| 3Y | +14.7% | +45.1% | -30.4% | -0.4% |
| 5Y | +45.8% | +31.5% | +14.3% | +29.4% |
| 10Y | +270.5% | +380.7% | -110.2% | +118.9% |
| All | +4,174.6% | +7,504.3% | -3,329.7% | +841.6% |
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