+177.3%
MCD vs ADP
+285.1%
-107.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -2.8% | -3.4% | +0.6% | -1.5% |
| 30D | -6.0% | +2.8% | -8.8% | -7.1% |
| 3M | -5.6% | +20.9% | -26.5% | -12.7% |
| 6M | -21.9% | +29.9% | -51.7% | -30.2% |
| YTD | -14.7% | +9.6% | -24.3% | -18.5% |
| 1Y | -17.3% | -5.3% | -12.0% | -16.0% |
| 3Y | -2.2% | +16.5% | -18.6% | -10.1% |
| 5Y | +20.3% | +49.4% | -29.1% | -3.4% |
| All | +177.3% | +285.1% | -107.7% | +56.1% |
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