-59.7%
ADBE vs MCD
+20.4%
-80.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.0% |
| 7D | -8.6% | -2.8% | -5.8% | -7.2% |
| 30D | +2.8% | -6.0% | +8.8% | +5.9% |
| 3M | +3.1% | -5.6% | +8.7% | +5.9% |
| 6M | -2.4% | -21.9% | +19.4% | +9.9% |
| YTD | -23.9% | -14.7% | -9.2% | -18.2% |
| 1Y | -22.6% | -17.3% | -5.3% | -15.5% |
| 3Y | -52.7% | -2.2% | -50.5% | -53.5% |
| All | -59.7% | +20.4% | -80.1% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling