+27.0%
MMM vs ADM
+64.4%
-37.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -8.0% | +11.0% | -19.0% | -10.2% |
| 3M | +9.4% | +6.0% | +3.4% | +7.7% |
| 6M | +10.2% | +26.9% | -16.7% | +3.7% |
| YTD | +6.1% | +50.0% | -43.9% | -4.2% |
| 1Y | +10.8% | +39.6% | -28.8% | +1.5% |
| 3Y | +104.8% | +18.5% | +86.2% | +91.9% |
| 5Y | +27.0% | +62.6% | -35.5% | +6.1% |
| All | +27.0% | +64.4% | -37.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling