+6.6%
ADM vs MLM
+18.7%
-12.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | -9.0% | -4.1% | -4.9% | -8.6% |
| 30D | -14.0% | +8.2% | -22.1% | -14.8% |
| 3M | -9.2% | -3.6% | -5.6% | -8.8% |
| 6M | -9.2% | -15.6% | +6.4% | -7.2% |
| YTD | +24.2% | -16.4% | +40.6% | +26.5% |
| 1Y | +27.0% | -14.3% | +41.3% | +28.6% |
| 3Y | +6.6% | +19.3% | -12.7% | -3.2% |
| All | +6.6% | +18.7% | -12.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling