-7.3%
ADP vs MKC
-23.3%
+16.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -5.5% | -4.3% | -1.1% | -4.8% |
| 30D | -1.2% | -2.0% | +0.8% | -0.9% |
| 3M | +17.9% | +10.0% | +7.9% | +17.1% |
| 6M | +20.3% | -18.5% | +38.8% | +19.6% |
| YTD | +5.8% | -22.4% | +28.3% | +5.8% |
| All | -7.3% | -23.3% | +16.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling