+37,071.1%
ADI vs MMM
+2,854.2%
+34,217.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.4% | -3.3% | +3.8% | +2.2% |
| 30D | -3.8% | -7.0% | +3.2% | 0.0% |
| 3M | -15.3% | +10.8% | -26.1% | -19.9% |
| 6M | +6.7% | +5.8% | +0.9% | +3.2% |
| YTD | +34.8% | +6.8% | +28.0% | +29.1% |
| 1Y | +49.0% | +10.4% | +38.6% | +39.8% |
| 3Y | +108.1% | +104.7% | +3.4% | +35.8% |
| 5Y | +142.4% | +23.6% | +118.9% | +104.9% |
| 10Y | +589.9% | +54.1% | +535.8% | +402.8% |
| All | +37,071.1% | +2,854.2% | +34,217.0% | +6,402.7% |
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