+38.0%
MDT vs ADM
+178.5%
-140.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | +3.0% | -4.6% | -2.5% |
| 30D | +1.0% | +8.7% | -7.7% | -1.6% |
| 3M | +15.2% | +7.6% | +7.6% | +12.2% |
| 6M | +3.7% | +26.9% | -23.2% | -4.8% |
| YTD | -3.0% | +54.3% | -57.3% | -16.7% |
| 1Y | +2.5% | +45.7% | -43.2% | -10.6% |
| 3Y | +26.5% | +21.9% | +4.5% | +14.6% |
| 5Y | -18.3% | +67.2% | -85.4% | -38.3% |
| All | +38.0% | +178.5% | -140.5% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling