+44.2%
ADM vs MULL
+1,070.1%
-1,025.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.8% | -32.2% | +30.4% | -1.5% |
| 30D | -13.3% | -55.4% | +42.1% | -12.5% |
| 3M | -13.4% | -41.3% | +27.9% | -13.1% |
| 6M | -9.6% | -44.9% | +35.3% | -9.9% |
| YTD | +23.0% | +192.4% | -169.4% | +19.4% |
| 1Y | +27.4% | +239.4% | -212.1% | +23.2% |
| All | +44.2% | +1,070.1% | -1,025.8% | +27.0% |
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