+1,079.5%
ADM vs MLM
+3,039.4%
-1,959.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +0.9% |
| 7D | -7.5% | -1.2% | -6.3% | -7.2% |
| 30D | -14.3% | +7.9% | -22.2% | -16.3% |
| 3M | -8.6% | -4.5% | -4.1% | -7.8% |
| 6M | -9.9% | -12.6% | +2.8% | -7.3% |
| YTD | +25.1% | -14.9% | +40.0% | +29.0% |
| 1Y | +28.8% | -13.1% | +41.9% | +32.0% |
| 3Y | +6.9% | +21.2% | -14.4% | -2.0% |
| 5Y | +25.9% | +32.0% | -6.1% | +10.6% |
| 10Y | +101.7% | +195.3% | -93.7% | +33.0% |
| All | +1,079.5% | +3,039.4% | -1,959.9% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling