+213.3%
MCD vs ADM
+100.5%
+112.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +7.3% | -1.8% | +9.1% | +7.7% |
| 30D | +20.0% | -13.3% | +33.2% | +23.9% |
| 3M | +3.8% | -13.4% | +17.2% | +7.1% |
| 6M | +3.8% | -9.6% | +13.4% | +5.5% |
| YTD | -5.9% | +23.0% | -28.9% | -12.0% |
| 1Y | -3.2% | +27.4% | -30.6% | -10.5% |
| 3Y | +13.3% | +5.7% | +7.6% | +7.5% |
| 5Y | +25.2% | +22.1% | +3.2% | +8.8% |
| 10Y | +213.3% | +106.0% | +107.4% | +104.0% |
| All | +213.3% | +100.5% | +112.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling