+10,816.5%
ADP vs MKC
+3,376.8%
+7,439.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -3.4% | -5.9% | +2.4% | -1.7% |
| 30D | +2.8% | -0.9% | +3.7% | +3.0% |
| 3M | +20.9% | +12.7% | +8.2% | +16.8% |
| 6M | +29.9% | -19.3% | +49.2% | +37.5% |
| YTD | +9.6% | -22.2% | +31.8% | +16.6% |
| 1Y | -5.3% | -23.3% | +18.1% | +1.0% |
| 3Y | +16.5% | -30.0% | +46.5% | +25.9% |
| 5Y | +49.4% | -33.8% | +83.2% | +62.7% |
| 10Y | +282.2% | +24.4% | +257.8% | +244.9% |
| All | +10,816.5% | +3,376.8% | +7,439.8% | +4,802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling