-39.2%
ADBE vs MP
+450.8%
-490.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +3.1% | -16.7% | +19.8% | +4.1% |
| 6M | -2.4% | -11.5% | +9.1% | -2.5% |
| YTD | -23.9% | +7.9% | -31.8% | -25.6% |
| 1Y | -22.6% | -15.0% | -7.6% | -23.7% |
| 3Y | -52.7% | +153.5% | -206.2% | -60.8% |
| 5Y | -60.0% | +58.7% | -118.7% | -64.9% |
| All | -39.2% | +450.8% | -490.0% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling