+234.2%
ADI vs MP
+450.8%
-216.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | -3.8% | +13.8% | -17.6% | -5.6% |
| 3M | -15.3% | -16.7% | +1.4% | -13.5% |
| 6M | +6.7% | -11.5% | +18.2% | +7.1% |
| YTD | +34.8% | +7.9% | +26.8% | +30.7% |
| 1Y | +49.0% | -15.0% | +64.1% | +46.8% |
| 3Y | +108.1% | +153.5% | -45.4% | +59.3% |
| 5Y | +142.4% | +58.7% | +83.8% | +96.3% |
| All | +234.2% | +450.8% | -216.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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