+71.6%
ADI vs MMM
+16.9%
+54.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -6.3% | +7.0% | -13.3% | -8.6% |
| 30D | -3.2% | +18.4% | -21.6% | -10.0% |
| 3M | +2.8% | +4.5% | -1.7% | +1.4% |
| 6M | -5.0% | +33.4% | -38.5% | -16.6% |
| YTD | +46.3% | +20.0% | +26.4% | +31.3% |
| 1Y | +71.6% | +15.0% | +56.6% | +60.4% |
| All | +71.6% | +16.9% | +54.8% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling