-17.3%
MCD vs ADP
-4.5%
-12.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | -6.0% | +2.8% | -8.8% | -6.4% |
| 3M | -5.6% | +20.9% | -26.5% | -8.0% |
| 6M | -21.9% | +29.9% | -51.7% | -24.0% |
| YTD | -14.7% | +9.6% | -24.3% | -12.3% |
| 1Y | -17.3% | -5.3% | -12.0% | -10.6% |
| All | -17.3% | -4.5% | -12.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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