+23.0%
MMM vs ADSK
-10.6%
+33.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.0% | +2.5% | +9.0% |
| 7D | +12.2% | +11.4% | +0.8% | +11.6% |
| 30D | +18.8% | +21.9% | -3.1% | +17.9% |
| 3M | +7.4% | +13.9% | -6.5% | +6.9% |
| 6M | +38.3% | +9.1% | +29.2% | +37.6% |
| YTD | +22.9% | -8.8% | +31.6% | +25.9% |
| 1Y | +23.0% | -10.2% | +33.2% | +27.2% |
| All | +23.0% | -10.6% | +33.6% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling