+129.2%
ADBE vs MLM
+140.5%
-11.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -4.4% | -5.8% | +1.4% | -2.5% |
| 30D | -0.2% | +9.8% | -10.1% | -3.4% |
| 3M | -9.9% | -5.2% | -4.7% | -8.5% |
| 6M | -3.5% | -10.3% | +6.8% | -0.8% |
| YTD | -32.1% | -15.5% | -16.6% | -29.4% |
| 1Y | -28.7% | -15.0% | -13.7% | -26.1% |
| 3Y | -60.2% | +17.5% | -77.7% | -63.8% |
| 5Y | -63.1% | +30.5% | -93.6% | -68.0% |
| 10Y | +129.2% | +145.5% | -16.3% | +52.3% |
| All | +129.2% | +140.5% | -11.4% | +52.3% |
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