+80.5%
ADM vs MULL
+2,337.2%
-2,256.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +2.5% | -8.4% | +10.9% | +2.6% |
| 30D | +9.5% | +9.7% | -0.2% | +9.2% |
| 3M | +10.6% | -26.8% | +37.4% | +10.4% |
| 6M | +24.0% | +220.7% | -196.7% | +21.1% |
| YTD | +54.0% | +509.0% | -455.1% | +48.5% |
| 1Y | +45.3% | +1,739.5% | -1,694.2% | +35.6% |
| All | +80.5% | +2,337.2% | -2,256.7% | +57.8% |
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