+6,918.4%
MCK vs ADM
+1,206.4%
+5,712.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | +3.0% | -7.4% | -5.1% |
| 30D | -2.2% | +8.7% | -10.9% | -4.3% |
| 3M | +11.6% | +7.6% | +4.0% | +9.3% |
| 6M | -4.9% | +26.9% | -31.8% | -10.9% |
| YTD | +7.7% | +54.3% | -46.6% | -4.2% |
| 1Y | +25.2% | +45.7% | -20.4% | +12.7% |
| 3Y | +112.1% | +21.9% | +90.2% | +94.4% |
| 5Y | +345.8% | +67.2% | +278.7% | +270.6% |
| 10Y | +439.7% | +177.7% | +262.0% | +288.4% |
| All | +6,918.4% | +1,206.4% | +5,712.0% | +3,260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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