+116.3%
MP vs ADM
+6.9%
+109.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -19.0% | -7.5% | -11.5% | -16.9% |
| 30D | -30.5% | -14.3% | -16.2% | -27.0% |
| 3M | -29.6% | -8.6% | -21.0% | -27.9% |
| 6M | -50.4% | -9.9% | -40.6% | -49.2% |
| YTD | -33.2% | +25.1% | -58.3% | -39.3% |
| 1Y | -38.6% | +28.8% | -67.4% | -45.1% |
| All | +116.3% | +6.9% | +109.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling