-57.7%
ADBE vs MLM
+18.7%
-76.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -4.4% | -4.1% | -0.2% | -3.5% |
| 30D | +2.8% | +8.2% | -5.4% | +1.0% |
| 3M | -8.0% | -3.6% | -4.5% | -7.5% |
| 6M | -4.3% | -15.6% | +11.2% | -1.0% |
| YTD | -31.6% | -16.4% | -15.2% | -29.7% |
| 1Y | -26.9% | -14.3% | -12.6% | -25.6% |
| 3Y | -57.7% | +19.3% | -77.0% | -63.9% |
| All | -57.7% | +18.7% | -76.4% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling