+29.9%
MCHP vs ADP
+20.3%
+9.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -2.2% |
| 7D | -5.4% | +6.4% | -11.8% | -2.8% |
| 30D | -7.5% | +16.6% | -24.2% | -1.3% |
| 3M | -6.0% | +12.9% | -18.9% | -0.7% |
| 6M | -20.1% | +45.7% | -65.7% | -11.5% |
| YTD | +20.2% | +20.6% | -0.4% | +48.1% |
| 1Y | +29.9% | +20.5% | +9.4% | +58.5% |
| All | +29.9% | +20.3% | +9.6% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling