-52.4%
ADBE vs MCD
-0.9%
-51.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.2% |
| 7D | -8.6% | -2.8% | -5.8% | -7.7% |
| 30D | +2.8% | -6.0% | +8.8% | +4.9% |
| 3M | +3.1% | -5.6% | +8.7% | +5.0% |
| 6M | -2.4% | -21.9% | +19.4% | +5.4% |
| YTD | -23.9% | -14.7% | -9.2% | -20.2% |
| 1Y | -22.6% | -17.3% | -5.3% | -18.1% |
| All | -52.4% | -0.9% | -51.6% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling