+213.3%
MCD vs ADP
+315.9%
-102.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +7.3% | +3.2% | +4.1% | +6.0% |
| 30D | +20.0% | +12.8% | +7.2% | +14.4% |
| 3M | +3.8% | +12.3% | -8.5% | -0.9% |
| 6M | +3.8% | +45.4% | -41.7% | -11.0% |
| YTD | -5.9% | +21.4% | -27.3% | -13.7% |
| 1Y | -3.2% | +23.7% | -26.9% | -12.0% |
| 3Y | +13.3% | +43.6% | -30.4% | -4.2% |
| 5Y | +25.2% | +48.7% | -23.5% | +1.7% |
| 10Y | +213.3% | +316.1% | -102.7% | +74.7% |
| All | +213.3% | +315.9% | -102.5% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling