+7,983.2%
MDT vs ADM
+1,908.9%
+6,074.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +3.2% | +3.8% | -0.5% | +2.3% |
| 30D | +9.5% | +9.8% | -0.2% | +7.0% |
| 3M | +16.0% | +2.1% | +13.8% | +15.1% |
| 6M | +0.2% | +27.5% | -27.3% | -6.2% |
| YTD | -0.3% | +50.2% | -50.5% | -10.5% |
| 1Y | +4.7% | +40.6% | -35.9% | -4.7% |
| 3Y | +26.5% | +17.2% | +9.3% | +17.8% |
| 5Y | -18.2% | +61.9% | -80.1% | -30.8% |
| 10Y | +40.0% | +159.3% | -119.3% | +4.0% |
| All | +7,983.2% | +1,908.9% | +6,074.3% | +2,835.5% |
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