-60.9%
ADBE vs MKTX
-60.5%
-0.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -0.2% | -5.1% | -5.3% |
| 30D | -2.5% | +0.7% | -3.2% | -2.7% |
| 3M | +15.3% | +40.8% | -25.5% | +5.2% |
| 6M | -7.8% | -8.0% | +0.1% | -5.9% |
| YTD | -27.9% | -8.7% | -19.2% | -26.4% |
| 1Y | -28.0% | -11.8% | -16.2% | -25.9% |
| 3Y | -55.3% | -24.0% | -31.3% | -55.0% |
| All | -60.9% | -60.5% | -0.4% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling