+164.6%
MMM vs ADP
+44.7%
+119.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +17.4% | +11.9% | +5.5% | +13.7% |
| 3M | +3.6% | +13.7% | -10.1% | -0.2% |
| 6M | +33.0% | +46.8% | -13.7% | +17.0% |
| YTD | +19.6% | +21.8% | -2.1% | +16.8% |
| 1Y | +14.0% | +23.5% | -9.5% | +10.3% |
| All | +164.6% | +44.7% | +119.9% | +158.9% |
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