+164.1%
MAR vs ADM
+26.0%
+138.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.2% | -7.8% | +8.0% | +1.5% |
| 30D | +14.0% | -12.6% | +26.6% | +16.5% |
| 3M | +18.1% | -8.2% | +26.3% | +19.3% |
| 6M | +18.6% | -8.9% | +27.5% | +19.5% |
| YTD | +35.3% | +24.0% | +11.3% | +27.0% |
| 1Y | +44.5% | +26.2% | +18.3% | +35.1% |
| 3Y | +120.7% | +7.0% | +113.7% | +109.8% |
| 5Y | +164.1% | +24.9% | +139.2% | +128.1% |
| All | +164.1% | +26.0% | +138.1% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling