-54.9%
ADBE vs MDY
+48.7%
-103.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.4% |
| 7D | -8.9% | -0.8% | -8.1% | -8.5% |
| 30D | -6.6% | -3.9% | -2.8% | -4.8% |
| 3M | +7.1% | 0.0% | +7.2% | +6.7% |
| 6M | -9.8% | +8.5% | -18.3% | -14.6% |
| YTD | -27.2% | +13.2% | -40.4% | -33.2% |
| 1Y | -28.0% | +15.0% | -43.0% | -34.7% |
| All | -54.9% | +48.7% | -103.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling