+233.0%
ADI vs MP
+240.8%
-7.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.0% | -5.1% | -10.3% |
| 7D | -16.7% | -19.0% | +2.3% | -14.1% |
| 30D | -14.2% | -30.5% | +16.3% | -9.7% |
| 3M | -4.1% | -29.6% | +25.5% | +0.4% |
| 6M | -10.3% | -50.4% | +40.1% | -2.1% |
| YTD | +34.3% | -33.2% | +67.5% | +39.0% |
| 1Y | +54.9% | -38.6% | +93.5% | +61.3% |
| 3Y | +125.3% | +105.5% | +19.8% | +76.7% |
| 5Y | +113.1% | -7.8% | +120.9% | +85.4% |
| All | +233.0% | +240.8% | -7.8% | +179.7% |
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