+12,165.0%
ADP vs MKC
+3,068.3%
+9,096.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +2.2% | -3.0% | +5.1% | +3.0% |
| 30D | +10.6% | +4.8% | +5.7% | +9.0% |
| 3M | +12.9% | -12.8% | +25.8% | +17.2% |
| 6M | +50.6% | +5.0% | +45.6% | +48.1% |
| YTD | +23.2% | -29.1% | +52.2% | +34.3% |
| 1Y | +25.3% | -26.4% | +51.7% | +35.0% |
| 3Y | +47.1% | -21.6% | +68.7% | +53.9% |
| 5Y | +50.1% | -35.2% | +85.3% | +64.2% |
| 10Y | +323.6% | +25.6% | +298.0% | +281.6% |
| All | +12,165.0% | +3,068.3% | +9,096.7% | +5,547.0% |
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