+3,099.6%
MMM vs ADM
+1,561.3%
+1,538.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +6.2% | -9.0% | +15.2% | +8.8% |
| 30D | +14.2% | -14.0% | +28.2% | +18.7% |
| 3M | +2.9% | -9.2% | +12.1% | +5.2% |
| 6M | +27.6% | -9.2% | +36.7% | +30.0% |
| YTD | +17.3% | +24.2% | -6.9% | +9.3% |
| 1Y | +15.1% | +27.0% | -11.9% | +6.6% |
| 3Y | +157.1% | +6.6% | +150.5% | +143.4% |
| 5Y | +45.1% | +25.0% | +20.1% | +29.8% |
| 10Y | +83.9% | +100.2% | -16.4% | +42.6% |
| All | +3,099.6% | +1,561.3% | +1,538.3% | +1,217.8% |
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 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