+152.5%
ADBE vs MCD
+178.5%
-25.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.1% | -2.0% | -8.0% | -9.1% |
| 30D | -3.0% | -6.1% | +3.1% | +0.2% |
| 3M | +5.0% | -7.3% | +12.3% | +9.2% |
| 6M | -9.3% | -20.9% | +11.6% | +2.4% |
| YTD | -26.5% | -14.7% | -11.8% | -20.5% |
| 1Y | -28.3% | -16.1% | -12.2% | -21.8% |
| 3Y | -54.1% | -1.5% | -52.6% | -54.9% |
| 5Y | -61.2% | +20.4% | -81.7% | -66.1% |
| 10Y | +152.5% | +180.0% | -27.5% | +63.5% |
| All | +152.5% | +178.5% | -25.9% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling