+498.8%
MAR vs ADM
+133.7%
+365.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +1.6% | +4.2% | -2.6% | +0.1% |
| 30D | +13.8% | -12.8% | +26.6% | +19.3% |
| 3M | +20.3% | -8.5% | +28.7% | +23.3% |
| 6M | +21.3% | -10.9% | +32.2% | +24.9% |
| YTD | +37.2% | +29.4% | +7.8% | +20.4% |
| 1Y | +48.4% | +27.5% | +20.9% | +30.9% |
| 3Y | +120.1% | +10.3% | +109.8% | +98.2% |
| 5Y | +182.1% | +27.4% | +154.7% | +121.6% |
| All | +498.8% | +133.7% | +365.1% | +233.1% |
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