+6,475.2%
MCD vs ADM
+1,561.3%
+4,913.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +7.1% | -9.0% | +16.2% | +9.2% |
| 30D | +19.8% | -14.0% | +33.7% | +23.4% |
| 3M | +0.8% | -9.2% | +10.0% | +2.5% |
| 6M | -1.3% | -9.2% | +7.8% | +0.1% |
| YTD | -7.8% | +24.2% | -32.0% | -12.7% |
| 1Y | -5.0% | +27.0% | -31.9% | -10.5% |
| 3Y | +10.5% | +6.6% | +3.9% | +5.7% |
| 5Y | +22.0% | +25.0% | -3.0% | +11.2% |
| 10Y | +216.7% | +100.2% | +116.4% | +155.5% |
| All | +6,475.2% | +1,561.3% | +4,913.9% | +2,534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling