-3.5%
MCD vs ADM
+26.0%
-29.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.9% | -7.8% | +13.8% | +5.9% |
| 30D | +19.6% | -12.6% | +32.2% | +19.5% |
| 3M | +3.3% | -8.2% | +11.5% | +3.4% |
| 6M | +3.5% | -8.9% | +12.4% | +3.0% |
| YTD | -6.1% | +24.0% | -30.1% | -11.1% |
| All | -3.5% | +26.0% | -29.5% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling