+137.3%
ADBE vs MLM
+138.2%
-0.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +1.0% | +9.0% | -8.0% | -2.0% |
| 3M | -10.1% | -5.6% | -4.6% | -8.7% |
| 6M | +3.0% | -10.7% | +13.7% | +5.9% |
| YTD | -30.5% | -17.2% | -13.4% | -27.3% |
| 1Y | -27.1% | -14.2% | -12.9% | -24.7% |
| 3Y | -58.8% | +15.6% | -74.4% | -62.3% |
| 5Y | -63.0% | +26.2% | -89.3% | -67.7% |
| All | +137.3% | +138.2% | -0.9% | +58.9% |
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