+363.5%
ADM vs MXL
+270.5%
+93.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.7% |
| 7D | -0.1% | +15.5% | -15.5% | -1.4% |
| 30D | +11.0% | -11.3% | +22.3% | +11.8% |
| 3M | +6.0% | -16.1% | +22.1% | +5.2% |
| 6M | +26.9% | +323.0% | -296.1% | +1.7% |
| YTD | +50.0% | +281.5% | -231.5% | +21.3% |
| 1Y | +39.6% | +319.3% | -279.7% | +10.6% |
| 3Y | +18.5% | +189.4% | -170.8% | -9.1% |
| 5Y | +62.6% | +26.0% | +36.6% | +33.8% |
| 10Y | +162.4% | +243.5% | -81.1% | +65.3% |
| All | +363.5% | +270.5% | +93.0% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling