+104.9%
MMM vs ADM
+17.6%
+87.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | +3.8% | -7.1% | -3.9% |
| 30D | -7.0% | +9.8% | -16.8% | -8.4% |
| 3M | +10.8% | +2.1% | +8.7% | +10.3% |
| 6M | +5.8% | +27.5% | -21.7% | +1.0% |
| YTD | +6.8% | +50.2% | -43.4% | -1.2% |
| 1Y | +10.4% | +40.6% | -30.2% | +3.2% |
| All | +104.9% | +17.6% | +87.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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