+23.5%
ADM vs MDLN
+15.3%
+8.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.4% | -18.0% | +1.4% |
| 7D | -8.3% | +24.7% | -32.9% | -6.9% |
| 30D | -14.1% | +12.7% | -26.8% | -13.4% |
| 3M | -10.7% | -4.0% | -6.7% | -10.3% |
| 6M | -5.9% | -8.7% | +2.8% | -6.1% |
| YTD | +25.8% | -3.9% | +29.7% | +27.3% |
| All | +23.5% | +15.3% | +8.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling