-57.7%
ADBE vs MCD
+10.9%
-68.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.4% | +7.1% | -11.5% | -6.8% |
| 30D | +2.8% | +19.8% | -17.0% | -3.7% |
| 3M | -8.0% | +0.8% | -8.9% | -8.7% |
| 6M | -4.3% | -1.3% | -3.0% | -4.7% |
| YTD | -31.6% | -7.8% | -23.9% | -30.6% |
| 1Y | -26.9% | -5.0% | -21.9% | -26.5% |
| 3Y | -57.7% | +10.5% | -68.2% | -58.9% |
| All | -57.7% | +10.9% | -68.6% | -58.9% |
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