+188.9%
MCHP vs ADP
+282.5%
-93.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | -2.1% | -5.7% | +3.6% | +1.7% |
| 30D | -11.1% | -1.4% | -9.7% | -10.7% |
| 3M | -18.1% | +16.6% | -34.6% | -28.6% |
| 6M | +10.8% | +24.9% | -14.2% | -9.8% |
| YTD | +14.2% | +5.6% | +8.7% | +5.0% |
| 1Y | +13.5% | -6.0% | +19.5% | +13.8% |
| 3Y | -2.0% | +14.5% | -16.5% | -16.5% |
| 5Y | +1.4% | +47.9% | -46.5% | -29.4% |
| All | +188.9% | +282.5% | -93.6% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling