+6,475.2%
MCD vs ADP
+12,213.2%
-5,738.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +7.1% | +3.2% | +3.9% | +6.0% |
| 30D | +19.8% | +14.9% | +4.9% | +14.2% |
| 3M | +0.8% | +11.6% | -10.8% | -3.0% |
| 6M | -1.3% | +48.5% | -49.8% | -14.3% |
| YTD | -7.8% | +20.6% | -28.3% | -14.5% |
| 1Y | -5.0% | +23.7% | -28.6% | -12.7% |
| 3Y | +10.5% | +47.8% | -37.2% | -5.2% |
| 5Y | +22.0% | +47.7% | -25.7% | +2.9% |
| 10Y | +216.7% | +324.0% | -107.3% | +82.8% |
| All | +6,475.2% | +12,213.2% | -5,738.0% | +840.3% |
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