+176.6%
ADM vs MTB
+172.8%
+3.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +8.2% | -4.6% | +12.8% | +9.9% |
| 3M | +8.7% | +6.3% | +2.5% | +6.2% |
| 6M | +29.1% | +15.6% | +13.5% | +22.0% |
| YTD | +53.7% | +20.6% | +33.1% | +42.7% |
| 1Y | +43.2% | +22.5% | +20.7% | +31.9% |
| 3Y | +21.4% | +114.4% | -93.0% | -11.6% |
| 5Y | +67.1% | +101.9% | -34.8% | +19.9% |
| 10Y | +176.6% | +170.4% | +6.2% | +81.8% |
| All | +176.6% | +172.8% | +3.7% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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