+3,761.9%
ADBE vs MDY
+2,644.5%
+1,117.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.8% |
| 7D | -10.1% | +1.0% | -11.1% | -11.0% |
| 30D | -3.0% | -3.1% | +0.1% | +0.2% |
| 3M | +5.0% | +1.8% | +3.2% | +2.1% |
| 6M | -9.3% | +10.8% | -20.1% | -20.1% |
| YTD | -26.5% | +14.4% | -40.9% | -37.8% |
| 1Y | -28.3% | +15.2% | -43.5% | -39.9% |
| 3Y | -54.1% | +51.2% | -105.3% | -72.2% |
| 5Y | -61.2% | +47.2% | -108.5% | -75.6% |
| 10Y | +152.5% | +171.1% | -18.6% | -25.4% |
| All | +3,761.9% | +2,644.5% | +1,117.4% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling