+1,316.2%
ADM vs MLM
+2,961.7%
-1,645.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | +3.8% | -2.9% | +6.7% | +4.6% |
| 30D | +9.8% | -6.8% | +16.6% | +11.8% |
| 3M | +2.1% | -11.2% | +13.4% | +4.9% |
| 6M | +27.5% | -21.8% | +49.3% | +35.4% |
| YTD | +50.2% | -17.0% | +67.2% | +56.4% |
| 1Y | +40.6% | -16.4% | +57.0% | +45.8% |
| 3Y | +17.2% | +14.5% | +2.8% | +9.3% |
| 5Y | +61.9% | +41.7% | +20.1% | +39.4% |
| 10Y | +159.3% | +200.0% | -40.8% | +70.5% |
| All | +1,316.2% | +2,961.7% | -1,645.5% | +430.8% |
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