+171.7%
ADM vs MXL
+284.4%
-112.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | +3.0% | +16.6% | -13.6% | +1.9% |
| 30D | +8.7% | +0.5% | +8.2% | +8.4% |
| 3M | +7.6% | -3.6% | +11.2% | +5.9% |
| 6M | +26.9% | +328.0% | -301.2% | +5.9% |
| YTD | +54.3% | +297.8% | -243.5% | +29.4% |
| 1Y | +45.7% | +339.4% | -293.8% | +20.0% |
| 3Y | +21.9% | +201.7% | -179.8% | -2.3% |
| 5Y | +67.2% | +32.8% | +34.4% | +43.3% |
| All | +171.7% | +284.4% | -112.7% | +64.8% |
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