-62.2%
ADBE vs MAR
+151.1%
-213.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.0% |
| 7D | -12.9% | -2.1% | -10.8% | -12.1% |
| 30D | -5.6% | -5.7% | 0.0% | -3.2% |
| 3M | +6.6% | -14.6% | +21.2% | +13.9% |
| 6M | -9.6% | +1.3% | -10.9% | -11.8% |
| YTD | -28.9% | +6.7% | -35.6% | -32.9% |
| 1Y | -28.9% | +26.4% | -55.4% | -39.0% |
| 3Y | -55.6% | +64.7% | -120.3% | -67.5% |
| 5Y | -62.2% | +153.1% | -215.3% | -76.7% |
| All | -62.2% | +151.1% | -213.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling