-41.2%
MP vs ADM
+26.0%
-67.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | -1.6% | -7.8% | +6.3% | -0.1% |
| 30D | -18.2% | -12.6% | -5.6% | -16.2% |
| 3M | -26.1% | -8.2% | -17.9% | -25.6% |
| 6M | -44.0% | -8.9% | -35.1% | -43.4% |
| YTD | -25.3% | +24.0% | -49.3% | -25.1% |
| All | -41.2% | +26.0% | -67.2% | -39.4% |
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 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