-22.6%
ADBE vs MDB
+18.3%
-40.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.6% | -5.9% |
| 7D | -8.6% | -17.4% | +8.9% | -5.0% |
| 30D | +2.8% | -2.0% | +4.8% | +3.1% |
| 3M | +3.1% | -3.0% | +6.1% | +2.9% |
| 6M | -2.4% | +48.7% | -51.1% | -8.8% |
| YTD | -23.9% | -12.1% | -11.7% | -25.9% |
| 1Y | -22.6% | +14.5% | -37.1% | -24.6% |
| All | -22.6% | +18.3% | -40.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling