+40,736.5%
ADI vs MTB
+7,638.9%
+33,097.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +9.5% | +1.5% | +7.9% | +8.8% |
| 30D | -1.4% | +2.3% | -3.7% | -2.3% |
| 3M | +4.7% | -12.1% | +16.8% | +10.4% |
| 6M | -7.4% | +9.8% | -17.2% | -11.3% |
| YTD | +48.1% | +12.0% | +36.1% | +40.7% |
| 1Y | +69.6% | +22.0% | +47.6% | +55.6% |
| 3Y | +144.4% | +107.6% | +36.8% | +80.3% |
| 5Y | +134.1% | +61.9% | +72.3% | +84.2% |
| 10Y | +632.8% | +116.3% | +516.5% | +373.2% |
| All | +40,736.5% | +7,638.9% | +33,097.6% | +5,020.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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