-52.4%
ADBE vs MMM
+106.2%
-158.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.9% | -6.8% |
| 7D | -8.6% | -3.3% | -5.3% | -8.0% |
| 30D | +2.8% | -7.0% | +9.8% | +4.2% |
| 3M | +3.1% | +10.8% | -7.7% | +1.0% |
| 6M | -2.4% | +5.8% | -8.2% | -3.7% |
| YTD | -23.9% | +6.8% | -30.6% | -25.2% |
| 1Y | -22.6% | +10.4% | -33.0% | -24.6% |
| All | -52.4% | +106.2% | -158.6% | -58.8% |
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