+6,511.4%
MCD vs ADP
+12,367.0%
-5,855.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +8.0% | +7.4% | +0.7% | +5.4% |
| 30D | +19.6% | +17.1% | +2.5% | +13.3% |
| 3M | +2.2% | +14.4% | -12.2% | -2.5% |
| 6M | -1.1% | +47.9% | -49.0% | -14.0% |
| YTD | -7.2% | +22.1% | -29.3% | -14.4% |
| 1Y | -6.7% | +21.8% | -28.5% | -13.8% |
| 3Y | +11.6% | +50.5% | -38.9% | -4.9% |
| 5Y | +22.6% | +49.6% | -26.9% | +3.0% |
| 10Y | +218.4% | +329.3% | -110.9% | +83.0% |
| All | +6,511.4% | +12,367.0% | -5,855.7% | +841.5% |
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