+120.2%
ADBE vs MLM
+185.4%
-65.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | -4.4% | -4.1% | -0.2% | -3.1% |
| 30D | +2.8% | +8.2% | -5.4% | +0.1% |
| 3M | -8.0% | -3.6% | -4.5% | -7.2% |
| 6M | -4.3% | -15.6% | +11.2% | +0.2% |
| YTD | -31.6% | -16.4% | -15.2% | -28.7% |
| 1Y | -26.9% | -14.3% | -12.6% | -24.5% |
| 3Y | -57.7% | +19.3% | -77.0% | -61.6% |
| 5Y | -63.9% | +29.6% | -93.5% | -68.6% |
| All | +120.2% | +185.4% | -65.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling