-25.9%
ADBE vs MCD
-3.6%
-22.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.6% | -2.0% |
| 7D | -0.5% | +11.9% | -12.4% | -5.8% |
| 30D | +4.1% | +20.2% | -16.2% | -4.5% |
| 3M | -3.5% | +5.2% | -8.7% | -6.5% |
| 6M | -2.2% | 0.0% | -2.2% | -4.0% |
| YTD | -29.0% | -6.5% | -22.5% | -30.3% |
| 1Y | -25.9% | -3.9% | -22.0% | -28.4% |
| All | -25.9% | -3.6% | -22.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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