+13.5%
MCHP vs ADP
-7.7%
+21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.7% |
| 7D | -2.1% | -5.7% | +3.6% | -4.0% |
| 30D | -11.1% | -1.4% | -9.7% | -11.4% |
| 3M | -18.1% | +16.6% | -34.6% | -14.4% |
| 6M | +10.8% | +24.9% | -14.2% | +14.3% |
| YTD | +14.2% | +5.6% | +8.7% | +27.1% |
| 1Y | +13.5% | -6.0% | +19.5% | +28.4% |
| All | +13.5% | -7.7% | +21.2% | +28.4% |
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