+43.4%
MMM vs ADP
+49.5%
-6.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -0.4% | +2.2% | -2.6% | -1.2% |
| 30D | +12.1% | +10.6% | +1.6% | +7.8% |
| 3M | +1.4% | +12.9% | -11.5% | -3.5% |
| 6M | +26.6% | +50.6% | -24.1% | +5.7% |
| YTD | +16.8% | +23.2% | -6.4% | +7.3% |
| 1Y | +10.1% | +25.3% | -15.2% | +0.2% |
| 3Y | +158.4% | +47.1% | +111.3% | +118.0% |
| All | +43.4% | +49.5% | -6.1% | +19.2% |
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