-59.7%
ADBE vs MP
+58.1%
-117.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.8% |
| 7D | -8.6% | -2.9% | -5.7% | -8.4% |
| 30D | +2.8% | +13.8% | -11.0% | +1.6% |
| 3M | +3.1% | -16.7% | +19.8% | +4.3% |
| 6M | -2.4% | -11.5% | +9.1% | -2.4% |
| YTD | -23.9% | +7.9% | -31.8% | -25.9% |
| 1Y | -22.6% | -15.0% | -7.6% | -23.9% |
| 3Y | -52.7% | +153.5% | -206.2% | -62.7% |
| All | -59.7% | +58.1% | -117.8% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling