+13.4%
MCD vs ADP
+43.3%
-30.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +5.9% | +1.1% | +4.9% | +5.6% |
| 30D | +19.6% | +11.5% | +8.1% | +16.2% |
| 3M | +3.3% | +12.0% | -8.8% | +0.2% |
| 6M | +3.5% | +43.8% | -40.3% | -5.8% |
| YTD | -6.1% | +20.1% | -26.2% | -9.0% |
| 1Y | -3.7% | +22.3% | -26.0% | -7.3% |
| 3Y | +13.4% | +43.3% | -29.9% | +1.9% |
| All | +13.4% | +43.3% | -30.0% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling