+63.1%
ADM vs MDY
+47.4%
+15.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +11.0% | -3.1% | +14.2% | +12.6% |
| 3M | +6.0% | +1.8% | +4.2% | +4.8% |
| 6M | +26.9% | +10.8% | +16.1% | +20.1% |
| YTD | +50.0% | +14.4% | +35.6% | +39.5% |
| 1Y | +39.6% | +15.2% | +24.4% | +29.2% |
| 3Y | +18.5% | +51.2% | -32.7% | -6.9% |
| All | +63.1% | +47.4% | +15.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling