+62.6%
ADM vs MTB
+102.5%
-39.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.1% | +2.8% | -2.8% | -0.8% |
| 30D | +11.0% | -4.2% | +15.2% | +12.2% |
| 3M | +6.0% | +7.8% | -1.8% | +3.7% |
| 6M | +26.9% | +14.8% | +12.1% | +21.8% |
| YTD | +50.0% | +20.8% | +29.2% | +41.5% |
| 1Y | +39.6% | +23.1% | +16.5% | +30.7% |
| 3Y | +18.5% | +114.8% | -96.3% | -8.6% |
| 5Y | +62.6% | +103.3% | -40.7% | +22.1% |
| All | +62.6% | +102.5% | -39.9% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling