+106.0%
ADM vs MLM
+149.0%
-43.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | -2.9% | +1.0% | -1.1% |
| 30D | -13.3% | +10.4% | -23.7% | -15.8% |
| 3M | -13.4% | -3.7% | -9.6% | -12.7% |
| 6M | -9.6% | -10.3% | +0.7% | -7.6% |
| YTD | +23.0% | -14.8% | +37.8% | +27.0% |
| 1Y | +27.4% | -13.9% | +41.2% | +30.9% |
| 3Y | +5.7% | +18.4% | -12.7% | -3.6% |
| 5Y | +22.1% | +31.8% | -9.7% | +5.1% |
| 10Y | +106.0% | +143.4% | -37.4% | +36.4% |
| All | +106.0% | +149.0% | -43.0% | +36.4% |
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