-40.5%
MDB vs ADM
+26.4%
-66.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -1.7% |
| 7D | +6.8% | +4.2% | +2.6% | +6.7% |
| 30D | -6.2% | -12.8% | +6.6% | -5.7% |
| 3M | -29.2% | -8.5% | -20.8% | -29.1% |
| 6M | +10.3% | -10.9% | +21.2% | +10.6% |
| YTD | -20.4% | +29.4% | -49.8% | -21.6% |
| 1Y | -4.8% | +27.5% | -32.4% | -6.3% |
| 3Y | -11.6% | +10.3% | -21.9% | -10.5% |
| All | -40.5% | +26.4% | -66.9% | -34.9% |
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