+23.4%
MCD vs ADM
+24.7%
-1.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.9% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +16.6% | -11.8% | +28.4% | +18.2% |
| 3M | +0.9% | -11.3% | +12.2% | +2.2% |
| 6M | +1.5% | -10.0% | +11.5% | +2.3% |
| YTD | -8.3% | +25.9% | -34.2% | -11.9% |
| 1Y | -8.1% | +26.7% | -34.8% | -11.8% |
| 3Y | +10.3% | +8.1% | +2.2% | +6.7% |
| 5Y | +23.4% | +23.5% | -0.1% | +12.5% |
| All | +23.4% | +24.7% | -1.3% | +12.5% |
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