+29.4%
MMM vs ADP
+49.8%
-20.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -2.0% |
| 30D | -7.0% | +2.8% | -9.8% | -8.1% |
| 3M | +10.8% | +20.9% | -10.1% | +1.8% |
| 6M | +5.8% | +29.9% | -24.1% | -6.6% |
| YTD | +6.8% | +9.6% | -2.9% | +2.8% |
| 1Y | +10.4% | -5.3% | +15.6% | +14.9% |
| 3Y | +104.7% | +16.5% | +88.2% | +91.6% |
| All | +29.4% | +49.8% | -20.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling