+3,099.6%
MMM vs ADP
+12,213.2%
-9,113.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +6.2% | +3.2% | +3.0% | +4.9% |
| 30D | +14.2% | +14.9% | -0.7% | +8.1% |
| 3M | +2.9% | +11.6% | -8.7% | -1.7% |
| 6M | +27.6% | +48.5% | -20.9% | +7.8% |
| YTD | +17.3% | +20.6% | -3.3% | +6.8% |
| 1Y | +15.1% | +23.7% | -8.6% | +3.7% |
| 3Y | +157.1% | +47.8% | +109.3% | +115.6% |
| 5Y | +45.1% | +47.7% | -2.6% | +20.5% |
| 10Y | +83.9% | +324.0% | -240.1% | -0.4% |
| All | +3,099.6% | +12,213.2% | -9,113.6% | +509.8% |
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