+157.1%
MMM vs ADM
+6.1%
+151.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +6.2% | -9.0% | +15.2% | +7.6% |
| 30D | +14.2% | -14.0% | +28.2% | +16.7% |
| 3M | +2.9% | -9.2% | +12.1% | +4.1% |
| 6M | +27.6% | -9.2% | +36.7% | +28.8% |
| YTD | +17.3% | +24.2% | -6.9% | +11.5% |
| 1Y | +15.1% | +27.0% | -11.9% | +8.9% |
| 3Y | +157.1% | +6.6% | +150.5% | +144.8% |
| All | +157.1% | +6.1% | +151.0% | +144.8% |
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