-43.8%
ADBE vs MP
+240.8%
-284.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.4% |
| 7D | -0.7% | -19.0% | +18.3% | +0.7% |
| 30D | +3.5% | -30.5% | +34.0% | +6.0% |
| 3M | -5.0% | -29.6% | +24.6% | -3.0% |
| 6M | -3.6% | -50.4% | +46.8% | +0.5% |
| YTD | -29.6% | -33.2% | +3.6% | -29.0% |
| 1Y | -26.6% | -38.6% | +12.0% | -25.7% |
| 3Y | -56.3% | +105.5% | -161.8% | -64.0% |
| 5Y | -62.8% | -7.8% | -55.0% | -66.2% |
| All | -43.8% | +240.8% | -284.6% | -51.7% |
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 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