+751.3%
ADBE vs MKTX
+1,443.5%
-692.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -12.9% | -0.2% | -12.8% | -12.9% |
| 30D | -5.6% | +0.8% | -6.5% | -5.8% |
| 3M | +6.6% | +41.1% | -34.5% | -4.3% |
| 6M | -9.6% | -9.5% | 0.0% | -8.6% |
| YTD | -28.9% | -8.7% | -20.2% | -28.5% |
| 1Y | -28.9% | -10.0% | -19.0% | -28.4% |
| 3Y | -55.6% | -24.6% | -31.0% | -54.8% |
| 5Y | -62.2% | -60.3% | -1.9% | -54.8% |
| 10Y | +150.4% | +5.0% | +145.4% | +126.4% |
| All | +751.3% | +1,443.5% | -692.1% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling