-45.8%
ADBE vs MP
+271.0%
-316.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -0.2% | -15.3% | +15.1% | +0.8% |
| 3M | -9.9% | -33.5% | +23.6% | -7.6% |
| 6M | -3.5% | -45.5% | +42.0% | 0.0% |
| YTD | -32.1% | -27.3% | -4.8% | -32.0% |
| 1Y | -28.7% | -40.7% | +12.0% | -27.5% |
| 3Y | -60.2% | +145.9% | -206.1% | -67.8% |
| 5Y | -63.1% | -13.9% | -49.2% | -66.3% |
| All | -45.8% | +271.0% | -316.8% | -53.7% |
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