+594.5%
ADI vs MLM
+199.9%
+394.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | -3.8% | -6.8% | +3.0% | -0.8% |
| 3M | -15.3% | -11.2% | -4.0% | -11.2% |
| 6M | +6.7% | -21.8% | +28.5% | +18.6% |
| YTD | +34.8% | -17.0% | +51.7% | +44.9% |
| 1Y | +49.0% | -16.4% | +65.4% | +59.4% |
| 3Y | +108.1% | +14.5% | +93.6% | +90.9% |
| 5Y | +142.4% | +41.7% | +100.7% | +100.6% |
| All | +594.5% | +199.9% | +394.6% | +307.6% |
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