-17.3%
MCHP vs ADP
+49.5%
-66.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +5.7% | +2.2% | +3.5% | +4.7% |
| 30D | -13.4% | +10.6% | -24.0% | -17.8% |
| 3M | -20.1% | +12.9% | -33.0% | -25.3% |
| 6M | -35.5% | +50.6% | -86.2% | -51.0% |
| YTD | -1.6% | +23.2% | -24.7% | -13.7% |
| 1Y | +15.5% | +25.3% | -9.8% | -0.2% |
| 3Y | -13.2% | +47.1% | -60.3% | -35.5% |
| All | -17.3% | +49.5% | -66.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling