+1,133.2%
ADM vs MKSI
+2,206.8%
-1,073.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -0.1% | +7.7% | -7.8% | -1.1% |
| 30D | +11.0% | -12.9% | +23.9% | +12.9% |
| 3M | +6.0% | -14.8% | +20.9% | +6.9% |
| 6M | +26.9% | +26.6% | +0.3% | +20.3% |
| YTD | +50.0% | +66.6% | -16.6% | +36.2% |
| 1Y | +39.6% | +144.6% | -105.0% | +18.9% |
| 3Y | +18.5% | +193.1% | -174.6% | -5.8% |
| 5Y | +62.6% | +88.6% | -26.0% | +34.1% |
| 10Y | +162.4% | +490.9% | -328.5% | +75.9% |
| All | +1,133.2% | +2,206.8% | -1,073.6% | +580.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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