-5.9%
MDB vs ADM
+6.1%
-12.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.6% |
| 7D | -11.4% | -9.0% | -2.3% | -12.3% |
| 30D | -13.8% | -14.0% | +0.2% | -15.2% |
| 3M | -15.5% | -9.2% | -6.3% | -16.3% |
| 6M | +17.9% | -9.2% | +27.1% | +16.8% |
| YTD | -25.5% | +24.2% | -49.7% | -22.8% |
| 1Y | -12.1% | +27.0% | -39.0% | -8.6% |
| 3Y | -5.9% | +6.6% | -12.5% | +2.5% |
| All | -5.9% | +6.1% | -12.0% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling