+157.5%
ADBE vs MLM
+199.9%
-42.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.1% |
| 7D | -8.6% | -2.9% | -5.7% | -7.8% |
| 30D | +2.8% | -6.8% | +9.6% | +5.0% |
| 3M | +3.1% | -11.2% | +14.4% | +6.7% |
| 6M | -2.4% | -21.8% | +19.4% | +4.8% |
| YTD | -23.9% | -17.0% | -6.9% | -20.3% |
| 1Y | -22.6% | -16.4% | -6.2% | -19.3% |
| 3Y | -52.7% | +14.5% | -67.2% | -56.4% |
| 5Y | -60.0% | +41.7% | -101.8% | -66.0% |
| All | +157.5% | +199.9% | -42.4% | +66.8% |
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