+141.2%
ADI vs MMM
+28.6%
+112.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.4% | -1.6% | +4.0% | +3.2% |
| 30D | -6.6% | -8.0% | +1.4% | -2.9% |
| 3M | -9.8% | +9.4% | -19.2% | -13.6% |
| 6M | +15.7% | +10.2% | +5.4% | +10.2% |
| YTD | +35.1% | +6.1% | +29.0% | +30.5% |
| 1Y | +47.7% | +10.8% | +36.9% | +39.5% |
| 3Y | +114.5% | +104.8% | +9.7% | +53.4% |
| 5Y | +141.2% | +27.0% | +114.2% | +117.0% |
| All | +141.2% | +28.6% | +112.7% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling