-40.7%
MP vs ADM
+29.5%
-70.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -15.3% | -11.8% | -3.5% | -13.2% |
| 3M | -33.5% | -11.3% | -22.2% | -32.2% |
| 6M | -45.5% | -10.0% | -35.5% | -44.6% |
| YTD | -27.3% | +25.9% | -53.2% | -28.6% |
| 1Y | -40.7% | +26.7% | -67.4% | -41.3% |
| All | -40.7% | +29.5% | -70.2% | -41.3% |
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