-25.9%
ADBE vs MPC
+122.9%
-148.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.1% | +9.1% | +1.5% |
| 7D | -0.5% | -10.9% | +10.4% | +0.3% |
| 30D | +4.1% | -9.4% | +13.5% | +4.7% |
| 3M | -3.5% | +26.0% | -29.5% | -5.4% |
| 6M | -2.2% | +56.5% | -58.7% | -5.9% |
| YTD | -29.0% | +144.3% | -173.3% | -28.8% |
| 1Y | -25.9% | +117.2% | -143.1% | -25.0% |
| All | -25.9% | +122.9% | -148.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling