+18.6%
ADM vs MDY
+50.3%
-31.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | +11.0% | -3.1% | +14.2% | +12.3% |
| 3M | +6.0% | +1.8% | +4.2% | +5.1% |
| 6M | +26.9% | +10.8% | +16.1% | +21.2% |
| YTD | +50.0% | +14.4% | +35.6% | +41.2% |
| 1Y | +39.6% | +15.2% | +24.4% | +30.9% |
| All | +18.6% | +50.3% | -31.6% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling