+75.9%
ADM vs MULL
+2,481.0%
-2,405.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -0.1% | +14.0% | -14.0% | -0.3% |
| 30D | +11.0% | +24.8% | -13.8% | +10.6% |
| 3M | +6.0% | -16.1% | +22.1% | +5.6% |
| 6M | +26.9% | +330.9% | -304.0% | +23.4% |
| YTD | +50.0% | +545.0% | -495.0% | +44.6% |
| 1Y | +39.6% | +2,427.1% | -2,387.5% | +29.0% |
| All | +75.9% | +2,481.0% | -2,405.2% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling