+5,979.9%
MCD vs ADM
+1,908.9%
+4,071.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +3.8% | -6.6% | -3.6% |
| 30D | -6.0% | +9.8% | -15.8% | -7.9% |
| 3M | -5.6% | +2.1% | -7.7% | -6.3% |
| 6M | -21.9% | +27.5% | -49.4% | -26.2% |
| YTD | -14.7% | +50.2% | -64.9% | -22.2% |
| 1Y | -17.3% | +40.6% | -57.9% | -23.7% |
| 3Y | -2.2% | +17.2% | -19.4% | -8.1% |
| 5Y | +20.3% | +61.9% | -41.6% | +3.9% |
| 10Y | +180.7% | +159.3% | +21.4% | +115.1% |
| All | +5,979.9% | +1,908.9% | +4,071.0% | +2,246.6% |
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