+383.6%
ADI vs MDB
+986.0%
-602.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.6% | -4.5% | +7.2% | +3.4% |
| 30D | -4.6% | -14.0% | +9.4% | -2.6% |
| 3M | -9.5% | +5.3% | -14.8% | -11.5% |
| 6M | +14.8% | +31.9% | -17.0% | +6.0% |
| YTD | +35.8% | -14.6% | +50.4% | +34.5% |
| 1Y | +48.9% | +8.2% | +40.7% | +39.9% |
| 3Y | +115.6% | -5.0% | +120.6% | +93.1% |
| 5Y | +135.1% | -24.5% | +159.6% | +99.8% |
| All | +383.6% | +986.0% | -602.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling