+19,870.7%
ADBE vs MMM
+3,205.9%
+16,664.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.8% |
| 7D | -5.6% | +5.8% | -11.4% | -8.7% |
| 30D | -2.0% | +17.9% | -20.0% | -10.5% |
| 3M | -10.5% | +3.6% | -14.1% | -12.8% |
| 6M | -6.2% | +32.9% | -39.1% | -20.5% |
| YTD | -32.2% | +19.5% | -51.7% | -40.0% |
| 1Y | -27.4% | +16.5% | -44.0% | -35.0% |
| 3Y | -58.9% | +167.2% | -226.1% | -78.1% |
| 5Y | -64.5% | +48.2% | -112.7% | -73.9% |
| 10Y | +120.0% | +83.0% | +37.0% | +33.6% |
| All | +19,870.7% | +3,205.9% | +16,664.8% | +2,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling