-1.5%
MCD vs ADP
+16.9%
-18.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -2.8% | -3.4% | +0.6% | -2.0% |
| 30D | -6.0% | +2.8% | -8.8% | -6.6% |
| 3M | -5.6% | +20.9% | -26.5% | -9.7% |
| 6M | -21.9% | +29.9% | -51.7% | -26.5% |
| YTD | -14.7% | +9.6% | -24.3% | -15.5% |
| 1Y | -17.3% | -5.3% | -12.0% | -14.2% |
| All | -1.5% | +16.9% | -18.4% | -4.4% |
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