+129.2%
ADBE vs MMM
+79.4%
+49.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -4.4% | -2.6% | -1.8% | -3.5% |
| 30D | -0.2% | +17.4% | -17.6% | -6.2% |
| 3M | -9.9% | +3.6% | -13.5% | -11.4% |
| 6M | -3.5% | +33.0% | -36.5% | -14.1% |
| YTD | -32.1% | +19.6% | -51.8% | -37.6% |
| 1Y | -28.7% | +14.0% | -42.7% | -33.2% |
| 3Y | -60.2% | +164.3% | -224.5% | -74.9% |
| 5Y | -63.1% | +49.3% | -112.4% | -69.8% |
| 10Y | +129.2% | +78.4% | +50.8% | +66.9% |
| All | +129.2% | +79.4% | +49.8% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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