+5,979.9%
MCD vs ADP
+11,097.1%
-5,117.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -2.8% | -3.4% | +0.6% | -1.7% |
| 30D | -6.0% | +2.8% | -8.8% | -7.0% |
| 3M | -5.6% | +20.9% | -26.5% | -11.8% |
| 6M | -21.9% | +29.9% | -51.7% | -29.2% |
| YTD | -14.7% | +9.6% | -24.3% | -18.3% |
| 1Y | -17.3% | -5.3% | -12.0% | -16.7% |
| 3Y | -2.2% | +16.5% | -18.6% | -9.1% |
| 5Y | +20.3% | +49.4% | -29.1% | +1.0% |
| 10Y | +180.7% | +282.2% | -101.5% | +67.9% |
| All | +5,979.9% | +11,097.1% | -5,117.2% | +798.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling