+51.0%
ADP vs MKC
-33.0%
+84.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | -5.9% | +2.4% | -2.0% |
| 30D | +2.8% | -0.9% | +3.7% | +3.0% |
| 3M | +20.9% | +12.7% | +8.2% | +17.5% |
| 6M | +29.9% | -19.3% | +49.2% | +36.3% |
| YTD | +9.6% | -22.2% | +31.8% | +15.6% |
| 1Y | -5.3% | -23.3% | +18.1% | +0.1% |
| 3Y | +16.5% | -30.0% | +46.5% | +26.8% |
| All | +51.0% | -33.0% | +84.1% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling