-58.9%
ADBE vs MMM
+164.6%
-223.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -5.6% | +5.8% | -11.4% | -6.7% |
| 30D | -2.0% | +17.9% | -20.0% | -5.1% |
| 3M | -10.5% | +3.6% | -14.1% | -11.3% |
| 6M | -6.2% | +32.9% | -39.1% | -11.6% |
| YTD | -32.2% | +19.5% | -51.7% | -34.9% |
| 1Y | -27.4% | +16.5% | -44.0% | -29.9% |
| 3Y | -58.9% | +167.2% | -226.1% | -62.2% |
| All | -58.9% | +164.6% | -223.5% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling