+2,812.9%
MMM vs ADP
+11,097.1%
-8,284.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 6M | +5.8% | +29.9% | -24.1% | -6.2% |
| YTD | +6.8% | +9.6% | -2.9% | +1.1% |
| 1Y | +10.4% | -5.3% | +15.6% | +10.8% |
| 3Y | +104.7% | +16.5% | +88.2% | +88.5% |
| 5Y | +23.6% | +49.4% | -25.8% | +2.3% |
| 10Y | +54.1% | +282.2% | -228.1% | -13.0% |
| All | +2,812.9% | +11,097.1% | -8,284.3% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling