+1,106.2%
MPC vs ADM
+100.2%
+1,006.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -9.4% | -7.8% | -1.6% | -4.9% |
| 30D | -14.3% | -12.6% | -1.7% | -6.9% |
| 3M | +31.1% | -8.2% | +39.3% | +37.9% |
| 6M | +60.3% | -8.9% | +69.2% | +68.9% |
| YTD | +142.5% | +24.0% | +118.5% | +109.2% |
| 1Y | +104.6% | +26.2% | +78.4% | +74.1% |
| 3Y | +191.7% | +7.0% | +184.7% | +159.1% |
| 5Y | +549.2% | +24.9% | +524.4% | +378.8% |
| 10Y | +1,106.2% | +102.6% | +1,003.6% | +465.9% |
| All | +1,106.2% | +100.2% | +1,006.0% | +465.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling