-0.9%
MCHP vs ADP
+13.6%
-14.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.3% | -5.7% | +6.0% | +1.5% |
| 30D | -9.8% | -3.1% | -6.7% | -9.3% |
| 3M | -19.7% | +15.6% | -35.3% | -24.1% |
| 6M | +13.6% | +20.8% | -7.2% | +4.5% |
| YTD | +16.5% | +4.7% | +11.8% | +17.9% |
| 1Y | +15.7% | -8.3% | +24.0% | +28.6% |
| All | -0.9% | +13.6% | -14.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling