-34.6%
MP vs ADM
+29.8%
-64.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.1% |
| 7D | -12.5% | -8.3% | -4.3% | -11.4% |
| 30D | -23.3% | -14.1% | -9.2% | -21.6% |
| 3M | -24.4% | -10.7% | -13.6% | -23.4% |
| 6M | -45.8% | -5.9% | -39.8% | -45.5% |
| YTD | -28.9% | +25.8% | -54.7% | -27.3% |
| 1Y | -34.6% | +21.3% | -55.9% | -33.9% |
| All | -34.6% | +29.8% | -64.4% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling