-45.4%
ADBE vs MP
+257.7%
-303.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.2% |
| 7D | -4.4% | -10.5% | +6.1% | -3.7% |
| 30D | +2.8% | -23.5% | +26.3% | +4.6% |
| 3M | -8.0% | -25.4% | +17.4% | -6.5% |
| 6M | -4.3% | -51.3% | +46.9% | -0.1% |
| YTD | -31.6% | -29.9% | -1.7% | -31.3% |
| 1Y | -26.9% | -31.8% | +4.9% | -26.7% |
| 3Y | -57.7% | +127.0% | -184.7% | -65.5% |
| 5Y | -63.9% | -3.3% | -60.6% | -67.3% |
| All | -45.4% | +257.7% | -303.1% | -53.2% |
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 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