+2,812.9%
MMM vs ADM
+1,908.9%
+904.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | +3.8% | -7.1% | -4.3% |
| 30D | -7.0% | +9.8% | -16.8% | -9.5% |
| 3M | +10.8% | +2.1% | +8.7% | +9.8% |
| 6M | +5.8% | +27.5% | -21.7% | -1.7% |
| YTD | +6.8% | +50.2% | -43.4% | -5.2% |
| 1Y | +10.4% | +40.6% | -30.2% | -0.5% |
| 3Y | +104.7% | +17.2% | +87.5% | +89.3% |
| 5Y | +23.6% | +61.9% | -38.3% | +3.3% |
| 10Y | +54.1% | +159.3% | -105.2% | +11.8% |
| All | +2,812.9% | +1,908.9% | +904.0% | +1,042.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling