+946.8%
ADM vs MDY
+2,629.7%
-1,682.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | -11.8% | +2.1% | -14.0% | -13.2% |
| 3M | -11.3% | -3.6% | -7.7% | -9.5% |
| 6M | -10.0% | +1.7% | -11.7% | -11.6% |
| YTD | +25.9% | +13.8% | +12.1% | +14.4% |
| 1Y | +26.7% | +15.5% | +11.1% | +13.8% |
| 3Y | +8.1% | +58.3% | -50.2% | -22.9% |
| 5Y | +23.5% | +37.4% | -13.9% | -4.8% |
| 10Y | +128.2% | +171.0% | -42.8% | +9.9% |
| All | +946.8% | +2,629.7% | -1,682.9% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling