+188.9%
MCHP vs ADM
+178.5%
+10.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -2.1% | +3.0% | -5.1% | -3.5% |
| 30D | -11.1% | +8.7% | -19.8% | -15.0% |
| 3M | -18.1% | +7.6% | -25.7% | -21.6% |
| 6M | +10.8% | +26.9% | -16.1% | -3.2% |
| YTD | +14.2% | +54.3% | -40.0% | -10.2% |
| 1Y | +13.5% | +45.7% | -32.2% | -8.8% |
| 3Y | -2.0% | +21.9% | -23.9% | -16.9% |
| 5Y | +1.4% | +67.2% | -65.8% | -34.1% |
| All | +188.9% | +178.5% | +10.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling