+8,639.7%
MDT vs ADM
+1,585.0%
+7,054.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +8.6% | -14.7% | +23.3% | +12.8% |
| 3M | +12.2% | -10.4% | +22.6% | +15.0% |
| 6M | +33.7% | -10.9% | +44.7% | +36.9% |
| YTD | +7.8% | +26.0% | -18.2% | +0.8% |
| 1Y | +8.9% | +26.5% | -17.6% | +1.7% |
| 3Y | +57.6% | +8.2% | +49.4% | +49.3% |
| 5Y | -0.7% | +24.0% | -24.7% | -10.3% |
| 10Y | +60.3% | +128.4% | -68.1% | +22.9% |
| All | +8,639.7% | +1,585.0% | +7,054.7% | +3,207.6% |
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