-59.6%
ADBE vs MP
+152.2%
-211.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.4% |
| 7D | -3.2% | +11.0% | -14.2% | -3.1% |
| 30D | +1.0% | -11.7% | +12.7% | +0.9% |
| 3M | -7.8% | -30.8% | +23.0% | -8.0% |
| 6M | -1.0% | -42.9% | +42.0% | -0.7% |
| YTD | -31.8% | -25.9% | -6.0% | -31.9% |
| 1Y | -29.2% | -37.3% | +8.1% | -29.2% |
| All | -59.6% | +152.2% | -211.8% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling