+193.4%
MCD vs ADP
+322.2%
-128.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.6% | +2.2% | -3.8% | -2.5% |
| 30D | +14.1% | +10.6% | +3.6% | +9.7% |
| 3M | +0.6% | +12.9% | -12.3% | -4.2% |
| 6M | 0.0% | +50.6% | -50.6% | -15.4% |
| YTD | -9.3% | +23.2% | -32.5% | -17.3% |
| 1Y | -9.3% | +25.3% | -34.6% | -17.9% |
| 3Y | +8.6% | +47.1% | -38.5% | -9.1% |
| 5Y | +21.9% | +50.1% | -28.2% | -1.3% |
| All | +193.4% | +322.2% | -128.7% | +66.1% |
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