-55.9%
ADBE vs MKTX
-25.2%
-30.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -12.9% | -0.2% | -12.8% | -12.9% |
| 30D | -5.6% | +0.8% | -6.5% | -5.7% |
| 3M | +6.6% | +41.1% | -34.5% | +4.6% |
| 6M | -9.6% | -9.5% | 0.0% | -8.5% |
| YTD | -28.9% | -8.7% | -20.2% | -28.2% |
| 1Y | -28.9% | -10.0% | -19.0% | -28.3% |
| All | -55.9% | -25.2% | -30.7% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling