-24.7%
MDB vs ADM
+62.5%
-87.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -17.4% | +3.8% | -21.2% | -17.6% |
| 30D | -2.0% | +9.8% | -11.8% | -2.5% |
| 3M | -3.0% | +2.1% | -5.1% | -3.2% |
| 6M | +48.7% | +27.5% | +21.2% | +46.7% |
| YTD | -12.1% | +50.2% | -62.3% | -13.7% |
| 1Y | +14.5% | +40.6% | -26.1% | +12.8% |
| 3Y | -6.1% | +17.2% | -23.4% | -2.9% |
| All | -24.7% | +62.5% | -87.2% | -12.6% |
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