-64.1%
ADBE vs MLM
+23.5%
-87.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | -4.4% | -4.1% | -0.2% | -2.7% |
| 30D | +2.8% | +8.2% | -5.4% | -0.7% |
| 3M | -8.0% | -3.6% | -4.5% | -6.9% |
| 6M | -4.3% | -15.6% | +11.2% | +1.9% |
| YTD | -31.6% | -16.4% | -15.2% | -27.9% |
| 1Y | -26.9% | -14.3% | -12.6% | -24.0% |
| 3Y | -57.7% | +19.3% | -77.0% | -65.3% |
| All | -64.1% | +23.5% | -87.6% | -72.0% |
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