+12,865.4%
ADI vs MLM
+3,039.4%
+9,826.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -5.2% | -6.0% | -9.1% |
| 7D | -16.7% | -1.2% | -15.5% | -16.2% |
| 30D | -14.2% | +7.9% | -22.1% | -16.8% |
| 3M | -4.1% | -4.5% | +0.3% | -2.6% |
| 6M | -10.3% | -12.6% | +2.4% | -6.1% |
| YTD | +34.3% | -14.9% | +49.2% | +41.5% |
| 1Y | +54.9% | -13.1% | +68.0% | +62.0% |
| 3Y | +125.3% | +21.2% | +104.1% | +105.9% |
| 5Y | +113.1% | +32.0% | +81.1% | +87.3% |
| 10Y | +584.5% | +195.3% | +389.2% | +319.2% |
| All | +12,865.4% | +3,039.4% | +9,826.0% | +2,580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling