+47.6%
ADM vs MULL
+1,351.1%
-1,303.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +24.0% | -21.7% | +2.0% |
| 7D | +0.1% | -2.5% | +2.7% | 0.0% |
| 30D | -11.8% | -40.1% | +28.3% | -11.4% |
| 3M | -11.3% | -28.2% | +16.9% | -11.3% |
| 6M | -10.0% | -39.6% | +29.6% | -10.5% |
| YTD | +25.9% | +262.6% | -236.7% | +21.9% |
| 1Y | +26.7% | +366.2% | -339.5% | +22.0% |
| All | +47.6% | +1,351.1% | -1,303.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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