+6,353.0%
ADBE vs MLM
+3,017.4%
+3,335.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -4.4% | -5.8% | +1.4% | -2.4% |
| 30D | -0.2% | +9.8% | -10.1% | -3.6% |
| 3M | -9.9% | -5.2% | -4.7% | -8.5% |
| 6M | -3.5% | -10.3% | +6.8% | -0.7% |
| YTD | -32.1% | -15.5% | -16.6% | -29.3% |
| 1Y | -28.7% | -15.0% | -13.7% | -25.9% |
| 3Y | -60.2% | +17.5% | -77.7% | -63.7% |
| 5Y | -63.1% | +30.5% | -93.6% | -67.7% |
| 10Y | +129.2% | +145.5% | -16.3% | +47.5% |
| All | +6,353.0% | +3,017.4% | +3,335.6% | +1,534.9% |
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 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