-63.4%
ADBE vs MLM
+29.9%
-93.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -3.8% | -2.9% | -1.0% | -2.7% |
| 30D | -2.3% | +10.4% | -12.7% | -6.5% |
| 3M | -13.3% | -3.7% | -9.6% | -12.2% |
| 6M | -6.5% | -10.3% | +3.8% | -3.2% |
| YTD | -32.4% | -14.8% | -17.6% | -29.3% |
| 1Y | -28.0% | -13.9% | -14.1% | -25.3% |
| 3Y | -60.4% | +18.4% | -78.7% | -67.1% |
| 5Y | -63.4% | +31.8% | -95.3% | -72.6% |
| All | -63.4% | +29.9% | -93.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling