+282.9%
ADP vs MKC
+27.7%
+255.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -5.5% | -4.3% | -1.1% | -4.0% |
| 30D | -1.2% | -2.0% | +0.8% | -0.6% |
| 3M | +17.9% | +10.0% | +7.9% | +13.9% |
| 6M | +20.3% | -18.5% | +38.8% | +28.7% |
| YTD | +5.8% | -22.4% | +28.3% | +14.4% |
| 1Y | -7.7% | -23.6% | +15.9% | +0.1% |
| 3Y | +14.7% | -30.4% | +45.2% | +27.2% |
| 5Y | +45.8% | -34.2% | +80.0% | +63.0% |
| All | +282.9% | +27.7% | +255.2% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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