-60.9%
ADBE vs MCO
+28.6%
-89.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.2% |
| 7D | -5.4% | -3.8% | -1.6% | -2.7% |
| 30D | -2.5% | -0.4% | -2.1% | -2.1% |
| 3M | +15.3% | +7.7% | +7.6% | +9.6% |
| 6M | -7.8% | +7.0% | -14.8% | -11.9% |
| YTD | -27.9% | -6.4% | -21.5% | -24.8% |
| 1Y | -28.0% | -7.6% | -20.4% | -24.5% |
| 3Y | -55.3% | +43.2% | -98.5% | -67.8% |
| All | -60.9% | +28.6% | -89.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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