+640.7%
ADI vs MLM
+140.0%
+500.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.7% |
| 7D | +13.4% | -2.0% | +15.4% | +14.5% |
| 30D | -1.3% | +9.5% | -10.8% | -5.5% |
| 3M | +6.8% | -4.7% | +11.5% | +9.0% |
| 6M | -1.9% | -10.7% | +8.8% | +2.5% |
| YTD | +52.3% | -16.6% | +68.8% | +63.4% |
| 1Y | +71.6% | -15.4% | +87.0% | +83.1% |
| 3Y | +148.9% | +15.9% | +133.0% | +126.8% |
| 5Y | +140.8% | +27.1% | +113.6% | +106.8% |
| All | +640.7% | +140.0% | +500.7% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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