+5,733.6%
ADBE vs MCO
+7,398.7%
-1,665.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -8.9% | -3.1% | -5.8% | -7.4% |
| 30D | -6.6% | -0.5% | -6.1% | -6.3% |
| 3M | +7.1% | +5.7% | +1.4% | +4.6% |
| 6M | -9.8% | +3.0% | -12.8% | -10.7% |
| YTD | -27.2% | -6.5% | -20.7% | -24.9% |
| 1Y | -28.0% | -5.8% | -22.3% | -26.2% |
| 3Y | -54.5% | +43.1% | -97.6% | -62.0% |
| 5Y | -61.5% | +29.5% | -91.0% | -66.1% |
| 10Y | +156.4% | +388.8% | -232.4% | +26.9% |
| All | +5,733.6% | +7,398.7% | -1,665.1% | +721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling