-45.2%
MDB vs ADM
+24.5%
-69.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -11.4% | -9.0% | -2.3% | -11.1% |
| 30D | -13.8% | -14.0% | +0.2% | -13.4% |
| 3M | -15.5% | -9.2% | -6.3% | -15.3% |
| 6M | +17.9% | -9.2% | +27.1% | +18.1% |
| YTD | -25.5% | +24.2% | -49.7% | -26.5% |
| 1Y | -12.1% | +27.0% | -39.0% | -13.5% |
| 3Y | -5.9% | +6.6% | -12.5% | -4.8% |
| All | -45.2% | +24.5% | -69.7% | -40.2% |
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 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