+636.2%
ADI vs MLM
+149.0%
+487.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -6.3% | -2.9% | -3.4% | -4.9% |
| 30D | -3.2% | +10.4% | -13.6% | -7.6% |
| 3M | +2.8% | -3.7% | +6.5% | +4.4% |
| 6M | -5.0% | -10.3% | +5.2% | -1.0% |
| YTD | +46.3% | -14.8% | +61.1% | +55.5% |
| 1Y | +71.6% | -13.9% | +85.5% | +81.6% |
| 3Y | +139.2% | +18.4% | +120.8% | +116.0% |
| 5Y | +136.4% | +31.8% | +104.6% | +100.0% |
| 10Y | +636.2% | +143.4% | +492.8% | +335.1% |
| All | +636.2% | +149.0% | +487.2% | +335.1% |
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