+128.2%
ADM vs MTB
+119.7%
+8.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -11.8% | +0.1% | -11.9% | -11.9% |
| 3M | -11.3% | -12.1% | +0.8% | -7.4% |
| 6M | -10.0% | +7.3% | -17.3% | -12.7% |
| YTD | +25.9% | +11.5% | +14.4% | +19.9% |
| 1Y | +26.7% | +21.3% | +5.4% | +16.9% |
| 3Y | +8.1% | +104.1% | -96.0% | -20.2% |
| 5Y | +23.5% | +61.8% | -38.3% | -3.7% |
| 10Y | +128.2% | +115.4% | +12.8% | +45.3% |
| All | +128.2% | +119.7% | +8.5% | +45.3% |
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