+22,327.1%
ADBE vs MDT
+7,952.5%
+14,374.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.2% |
| 7D | -8.6% | +3.2% | -11.8% | -9.8% |
| 30D | +2.8% | +9.5% | -6.7% | -1.1% |
| 3M | +3.1% | +16.0% | -12.8% | -2.8% |
| 6M | -2.4% | +0.2% | -2.6% | -3.0% |
| YTD | -23.9% | -0.3% | -23.6% | -24.3% |
| 1Y | -22.6% | +4.7% | -27.3% | -24.8% |
| 3Y | -52.7% | +26.5% | -79.2% | -58.1% |
| 5Y | -60.0% | -18.2% | -41.8% | -58.0% |
| 10Y | +157.3% | +40.0% | +117.3% | +114.3% |
| All | +22,327.1% | +7,952.5% | +14,374.6% | +2,805.9% |
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