+24.6%
MDT vs ADM
+20.9%
+3.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -0.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +2.8% | +8.2% | -5.4% | +1.8% |
| 3M | +13.1% | +8.7% | +4.4% | +11.8% |
| 6M | +2.3% | +29.1% | -26.7% | -1.3% |
| YTD | -2.7% | +53.7% | -56.3% | -8.7% |
| 1Y | +0.9% | +43.2% | -42.4% | -4.5% |
| All | +24.6% | +20.9% | +3.6% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling