+53.8%
MMM vs ADP
+269.5%
-215.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.0% |
| 7D | -1.6% | -5.5% | +3.9% | +1.0% |
| 30D | -8.0% | -1.2% | -6.8% | -7.6% |
| 3M | +9.4% | +17.9% | -8.5% | +0.3% |
| 6M | +10.2% | +20.3% | -10.1% | -0.8% |
| YTD | +6.1% | +5.8% | +0.3% | +1.6% |
| 1Y | +10.8% | -7.7% | +18.5% | +13.7% |
| 3Y | +104.8% | +14.7% | +90.1% | +87.1% |
| 5Y | +27.0% | +45.8% | -18.7% | +1.4% |
| 10Y | +53.8% | +270.5% | -216.7% | -21.3% |
| All | +53.8% | +269.5% | -215.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling