+55.5%
MDT vs ADM
+8.2%
+47.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +10.5% | -11.8% | +22.3% | +12.2% |
| 3M | +13.0% | -11.3% | +24.3% | +14.5% |
| 6M | +38.7% | -10.0% | +48.7% | +40.1% |
| YTD | +8.5% | +25.9% | -17.4% | +4.3% |
| 1Y | +10.0% | +26.7% | -16.6% | +5.7% |
| All | +55.5% | +8.2% | +47.4% | +49.8% |
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