+171.1%
ADM vs MDY
+177.2%
-6.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +3.7% |
| 30D | +9.5% | -4.6% | +14.1% | +12.7% |
| 3M | +10.6% | -1.2% | +11.8% | +11.2% |
| 6M | +24.0% | +9.2% | +14.8% | +16.2% |
| YTD | +54.0% | +13.1% | +40.9% | +40.8% |
| 1Y | +45.3% | +13.0% | +32.3% | +32.6% |
| 3Y | +21.8% | +49.2% | -27.5% | -10.4% |
| 5Y | +66.8% | +47.2% | +19.5% | +21.5% |
| All | +171.1% | +177.2% | -6.1% | +39.6% |
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