+151.4%
ADBE vs MAR
+450.9%
-299.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | -5.4% | -0.5% | -4.8% | -5.2% |
| 30D | -2.5% | -5.4% | +2.9% | -0.7% |
| 3M | +15.3% | -15.5% | +30.8% | +21.7% |
| 6M | -7.8% | +3.0% | -10.8% | -9.7% |
| YTD | -27.9% | +8.5% | -36.5% | -31.0% |
| 1Y | -28.0% | +26.0% | -54.0% | -34.8% |
| 3Y | -55.3% | +68.6% | -123.9% | -63.6% |
| 5Y | -61.7% | +157.4% | -219.1% | -72.8% |
| All | +151.4% | +450.9% | -299.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling