+115.3%
ADI vs MDY
+48.7%
+66.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.9% |
| 7D | +2.6% | -0.8% | +3.4% | +3.6% |
| 30D | -4.6% | -3.9% | -0.8% | +0.4% |
| 3M | -9.5% | 0.0% | -9.4% | -8.9% |
| 6M | +14.8% | +8.5% | +6.3% | +4.5% |
| YTD | +35.8% | +13.2% | +22.6% | +17.1% |
| 1Y | +48.9% | +15.0% | +33.9% | +26.0% |
| All | +115.3% | +48.7% | +66.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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