+126.6%
ADM vs MDY
+165.3%
-38.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +4.2% | +2.3% | +1.9% | +2.6% |
| 30D | -12.8% | +2.0% | -14.8% | -14.2% |
| 3M | -8.5% | -5.6% | -2.8% | -5.3% |
| 6M | -10.9% | +1.3% | -12.2% | -12.3% |
| YTD | +29.4% | +12.3% | +17.1% | +18.5% |
| 1Y | +27.5% | +15.8% | +11.8% | +14.4% |
| 3Y | +10.3% | +56.5% | -46.2% | -21.9% |
| 5Y | +27.4% | +35.1% | -7.8% | -1.3% |
| All | +126.6% | +165.3% | -38.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling