+6,593.1%
ADBE vs MLM
+3,039.4%
+3,553.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.3% | +1.0% |
| 7D | -0.7% | -1.2% | +0.6% | -0.3% |
| 30D | +3.5% | +7.9% | -4.4% | +0.6% |
| 3M | -5.0% | -4.5% | -0.5% | -3.7% |
| 6M | -3.6% | -12.6% | +9.1% | +0.1% |
| YTD | -29.6% | -14.9% | -14.7% | -26.8% |
| 1Y | -26.6% | -13.1% | -13.5% | -24.3% |
| 3Y | -56.3% | +21.2% | -77.5% | -60.6% |
| 5Y | -62.8% | +32.0% | -94.8% | -67.6% |
| 10Y | +132.1% | +195.3% | -63.3% | +39.0% |
| All | +6,593.1% | +3,039.4% | +3,553.7% | +1,591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling