+45.3%
MMM vs ADM
+24.5%
+20.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +6.2% | -9.0% | +15.2% | +8.2% |
| 30D | +14.2% | -14.0% | +28.2% | +17.7% |
| 3M | +2.9% | -9.2% | +12.1% | +4.6% |
| 6M | +27.6% | -9.2% | +36.7% | +29.3% |
| YTD | +17.3% | +24.2% | -6.9% | +10.0% |
| 1Y | +15.1% | +27.0% | -11.9% | +7.3% |
| 3Y | +157.1% | +6.6% | +150.5% | +143.9% |
| All | +45.3% | +24.5% | +20.9% | +30.2% |
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 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