+127.0%
MP vs ADM
+6.1%
+120.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.2% |
| 7D | -10.5% | -9.0% | -1.5% | -7.8% |
| 30D | -23.5% | -14.0% | -9.6% | -19.8% |
| 3M | -25.4% | -9.2% | -16.3% | -23.5% |
| 6M | -51.3% | -9.2% | -42.1% | -50.2% |
| YTD | -29.9% | +24.2% | -54.1% | -36.2% |
| 1Y | -31.8% | +27.0% | -58.8% | -38.7% |
| 3Y | +127.0% | +6.6% | +120.4% | +106.9% |
| All | +127.0% | +6.1% | +120.9% | +106.9% |
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 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