+99.7%
ADM vs MLM
+185.4%
-85.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -9.0% | -4.1% | -4.9% | -8.0% |
| 30D | -14.0% | +8.2% | -22.1% | -16.0% |
| 3M | -9.2% | -3.6% | -5.6% | -8.6% |
| 6M | -9.2% | -15.6% | +6.4% | -5.6% |
| YTD | +24.2% | -16.4% | +40.6% | +28.8% |
| 1Y | +27.0% | -14.3% | +41.3% | +30.6% |
| 3Y | +6.6% | +19.3% | -12.7% | -2.7% |
| 5Y | +25.0% | +29.6% | -4.6% | +8.6% |
| All | +99.7% | +185.4% | -85.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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