+42,373.9%
MCHP vs ADM
+1,386.1%
+40,987.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +1.7% | +3.8% | -2.1% | +0.4% |
| 30D | -4.1% | +9.8% | -13.8% | -7.2% |
| 3M | -22.5% | +2.1% | -24.6% | -23.3% |
| 6M | +7.3% | +27.5% | -20.2% | -1.6% |
| YTD | +18.4% | +50.2% | -31.8% | +2.9% |
| 1Y | +18.1% | +40.6% | -22.5% | +4.4% |
| 3Y | -2.8% | +17.2% | -20.0% | -11.1% |
| 5Y | +5.5% | +61.9% | -56.4% | -13.9% |
| 10Y | +185.8% | +159.3% | +26.5% | +101.9% |
| All | +42,373.9% | +1,386.1% | +40,987.8% | +17,620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling