+126.6%
ADM vs MTB
+115.1%
+11.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +4.2% | +1.5% | +2.6% | +3.6% |
| 30D | -12.8% | +2.3% | -15.2% | -13.6% |
| 3M | -8.5% | -12.1% | +3.7% | -4.4% |
| 6M | -10.9% | +9.8% | -20.7% | -14.2% |
| YTD | +29.4% | +12.0% | +17.4% | +23.1% |
| 1Y | +27.5% | +22.0% | +5.5% | +17.5% |
| 3Y | +10.3% | +107.6% | -97.3% | -19.0% |
| 5Y | +27.4% | +61.9% | -34.5% | -0.7% |
| All | +126.6% | +115.1% | +11.5% | +49.4% |
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