+40,257.3%
ADI vs MMM
+3,218.9%
+37,038.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -6.3% | +7.0% | -13.3% | -9.8% |
| 30D | -3.2% | +18.4% | -21.6% | -11.9% |
| 3M | +2.8% | +4.5% | -1.7% | -0.2% |
| 6M | -5.0% | +33.4% | -38.5% | -19.2% |
| YTD | +46.3% | +20.0% | +26.4% | +31.0% |
| 1Y | +71.6% | +15.0% | +56.6% | +57.2% |
| 3Y | +139.2% | +165.0% | -25.8% | +35.6% |
| 5Y | +136.4% | +47.9% | +88.5% | +80.7% |
| 10Y | +636.2% | +79.6% | +556.6% | +392.4% |
| All | +40,257.3% | +3,218.9% | +37,038.4% | +6,502.4% |
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