+441.9%
MAR vs ADM
+171.4%
+270.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | -4.7% | +8.2% | -12.9% | -7.6% |
| 3M | -15.6% | +8.7% | -24.3% | -18.7% |
| 6M | +1.2% | +29.1% | -27.9% | -9.6% |
| YTD | +7.5% | +53.7% | -46.2% | -10.8% |
| 1Y | +26.6% | +43.2% | -16.6% | +7.7% |
| 3Y | +66.0% | +21.4% | +44.5% | +46.8% |
| 5Y | +154.1% | +67.1% | +87.0% | +78.2% |
| 10Y | +441.9% | +176.6% | +265.3% | +181.2% |
| All | +441.9% | +171.4% | +270.4% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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