+42,373.9%
MCHP vs ADP
+4,819.7%
+37,554.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.7% |
| 7D | +1.7% | -3.4% | +5.1% | +3.8% |
| 30D | -4.1% | +2.8% | -6.9% | -6.1% |
| 3M | -22.5% | +20.9% | -43.4% | -32.9% |
| 6M | +7.3% | +29.9% | -22.6% | -12.6% |
| YTD | +18.4% | +9.6% | +8.7% | +6.8% |
| 1Y | +18.1% | -5.3% | +23.4% | +16.6% |
| 3Y | -2.8% | +16.5% | -19.3% | -16.1% |
| 5Y | +5.5% | +49.4% | -43.9% | -21.8% |
| 10Y | +185.8% | +282.2% | -96.4% | +20.7% |
| All | +42,373.9% | +4,819.7% | +37,554.1% | +3,627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling