+3,005.7%
MPC vs ADM
+263.5%
+2,742.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -12.8% | -7.5% | -5.2% | -8.6% |
| 30D | -12.7% | -14.3% | +1.6% | -4.1% |
| 3M | +27.1% | -8.6% | +35.7% | +33.9% |
| 6M | +45.8% | -9.9% | +55.6% | +54.7% |
| YTD | +134.7% | +25.1% | +109.6% | +101.8% |
| 1Y | +106.0% | +28.8% | +77.2% | +73.6% |
| 3Y | +165.5% | +6.9% | +158.6% | +135.9% |
| 5Y | +540.9% | +25.9% | +515.0% | +388.9% |
| 10Y | +1,133.6% | +101.7% | +1,031.9% | +566.7% |
| All | +3,005.7% | +263.5% | +2,742.2% | +879.6% |
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