-44.6%
ADBE vs MP
+291.5%
-336.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.7% |
| 7D | +1.6% | +9.5% | -7.9% | +0.9% |
| 30D | +1.0% | -3.0% | +4.0% | +1.1% |
| 3M | -10.1% | -30.4% | +20.2% | -8.2% |
| 6M | +3.0% | -39.2% | +42.2% | +5.8% |
| YTD | -30.5% | -23.3% | -7.3% | -30.7% |
| 1Y | -27.1% | -32.6% | +5.5% | -26.6% |
| 3Y | -58.8% | +159.3% | -218.1% | -66.8% |
| 5Y | -63.0% | -16.4% | -46.6% | -66.3% |
| All | -44.6% | +291.5% | -336.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling