+237.4%
MP vs ADM
+109.4%
+128.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -19.0% | -7.5% | -11.5% | -15.9% |
| 30D | -30.5% | -14.3% | -16.2% | -25.2% |
| 3M | -29.6% | -8.6% | -21.0% | -27.0% |
| 6M | -50.4% | -9.9% | -40.6% | -48.6% |
| YTD | -33.2% | +25.1% | -58.3% | -42.1% |
| 1Y | -38.6% | +28.8% | -67.4% | -47.9% |
| 3Y | +105.5% | +6.9% | +98.6% | +87.8% |
| 5Y | -7.8% | +25.9% | -33.7% | -26.4% |
| All | +237.4% | +109.4% | +128.0% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling