+957.9%
MU vs ADM
+23.4%
+934.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +21.6% | +0.7% | +20.9% | +21.5% |
| 30D | -16.2% | -14.7% | -1.5% | -13.7% |
| 3M | -12.4% | -10.4% | -1.9% | -10.8% |
| 6M | +4.2% | -10.9% | +15.1% | +6.2% |
| YTD | +180.0% | +26.0% | +154.0% | +167.1% |
| 1Y | +226.4% | +26.5% | +199.9% | +210.8% |
| 3Y | +969.7% | +8.2% | +961.5% | +922.2% |
| 5Y | +957.9% | +24.0% | +933.9% | +830.4% |
| All | +957.9% | +23.4% | +934.6% | +830.4% |
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