+48.7%
ADP vs MKC
-35.1%
+83.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | +12.8% | +5.4% | +7.4% | +11.3% |
| 3M | +12.3% | -11.1% | +23.4% | +15.5% |
| 6M | +45.4% | -1.4% | +46.8% | +45.8% |
| YTD | +21.4% | -29.4% | +50.8% | +31.0% |
| 1Y | +23.7% | -24.7% | +48.4% | +30.9% |
| 3Y | +43.6% | -21.8% | +65.5% | +49.1% |
| 5Y | +48.7% | -36.0% | +84.7% | +70.1% |
| All | +48.7% | -35.1% | +83.8% | +70.1% |
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