+20,355.4%
ADBE vs MDT
+8,767.7%
+11,587.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.1% |
| 7D | +1.6% | +1.0% | +0.5% | +1.1% |
| 30D | +1.0% | +9.2% | -8.2% | -2.6% |
| 3M | -10.1% | +14.5% | -24.6% | -15.1% |
| 6M | +3.0% | +37.3% | -34.3% | -9.8% |
| YTD | -30.5% | +9.8% | -40.4% | -33.7% |
| 1Y | -27.1% | +10.5% | -37.7% | -30.7% |
| 3Y | -58.8% | +57.4% | -116.3% | -66.6% |
| 5Y | -63.0% | +1.2% | -64.2% | -64.3% |
| 10Y | +134.5% | +63.2% | +71.2% | +83.4% |
| All | +20,355.4% | +8,767.7% | +11,587.8% | +2,446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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