+58.1%
MP vs ADM
+62.5%
-4.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +3.8% | -6.6% | -4.6% |
| 30D | +13.8% | +9.8% | +4.1% | +8.6% |
| 3M | -16.7% | +2.1% | -18.8% | -17.9% |
| 6M | -11.5% | +27.5% | -39.0% | -22.1% |
| YTD | +7.9% | +50.2% | -42.3% | -12.7% |
| 1Y | -15.0% | +40.6% | -55.6% | -29.4% |
| 3Y | +153.5% | +17.2% | +136.3% | +129.3% |
| All | +58.1% | +62.5% | -4.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling