-22.6%
ADBE vs MKTX
-8.5%
-14.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.7% |
| 7D | -8.6% | +0.4% | -9.0% | -8.6% |
| 30D | +2.8% | +1.1% | +1.7% | +2.7% |
| 3M | +3.1% | +36.1% | -33.0% | -0.1% |
| 6M | -2.4% | -12.9% | +10.5% | +6.5% |
| YTD | -23.9% | -8.5% | -15.3% | -18.1% |
| 1Y | -22.6% | -7.5% | -15.0% | -16.4% |
| All | -22.6% | -8.5% | -14.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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