+104.9%
MMM vs ADP
+16.9%
+88.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | -3.3% | -3.4% | +0.1% | -2.4% |
| 30D | -7.0% | +2.8% | -9.8% | -7.8% |
| 3M | +10.8% | +20.9% | -10.1% | +4.3% |
| 6M | +5.8% | +29.9% | -24.1% | -3.3% |
| YTD | +6.8% | +9.6% | -2.9% | +6.6% |
| 1Y | +10.4% | -5.3% | +15.6% | +19.5% |
| All | +104.9% | +16.9% | +88.0% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling