+126.6%
ADM vs MXL
+161.9%
-35.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.4% | +8.1% | +3.1% |
| 7D | +4.2% | +13.4% | -9.2% | +3.3% |
| 30D | -12.8% | -29.2% | +16.4% | -11.5% |
| 3M | -8.5% | -27.2% | +18.8% | -7.9% |
| 6M | -10.9% | -36.4% | +25.5% | -11.0% |
| YTD | +29.4% | +220.0% | -190.6% | +8.8% |
| 1Y | +27.5% | +304.8% | -277.3% | +4.6% |
| 3Y | +10.3% | +238.5% | -228.1% | -15.1% |
| 5Y | +27.4% | -18.8% | +46.1% | +15.7% |
| All | +126.6% | +161.9% | -35.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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