+1,049.8%
MDB vs ADM
+155.5%
+894.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -17.4% | +3.8% | -21.2% | -18.1% |
| 30D | -2.0% | +9.8% | -11.8% | -3.9% |
| 3M | -3.0% | +2.1% | -5.1% | -3.7% |
| 6M | +48.7% | +27.5% | +21.2% | +41.0% |
| YTD | -12.1% | +50.2% | -62.3% | -19.3% |
| 1Y | +14.5% | +40.6% | -26.1% | +6.3% |
| 3Y | -6.1% | +17.2% | -23.4% | -9.7% |
| 5Y | -27.3% | +61.9% | -89.2% | -38.6% |
| All | +1,049.8% | +155.5% | +894.3% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling