+114.5%
ADI vs MMM
+105.1%
+9.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -6.6% | -8.0% | +1.4% | -3.2% |
| 3M | -9.8% | +9.4% | -19.2% | -13.2% |
| 6M | +15.7% | +10.2% | +5.4% | +10.8% |
| YTD | +35.1% | +6.1% | +29.0% | +30.9% |
| 1Y | +47.7% | +10.8% | +36.9% | +40.4% |
| 3Y | +114.5% | +104.8% | +9.7% | +72.9% |
| All | +114.5% | +105.1% | +9.4% | +72.9% |
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 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