+20.8%
MCD vs ADM
+26.4%
-5.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.9% |
| 7D | -1.6% | +4.2% | -5.8% | -2.1% |
| 30D | +14.1% | -12.8% | +27.0% | +15.8% |
| 3M | +0.6% | -8.5% | +9.1% | +1.5% |
| 6M | 0.0% | -10.9% | +10.9% | +1.1% |
| YTD | -9.3% | +29.4% | -38.7% | -13.1% |
| 1Y | -9.3% | +27.5% | -36.8% | -13.0% |
| 3Y | +8.6% | +10.3% | -1.7% | +4.9% |
| All | +20.8% | +26.4% | -5.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling