+132.9%
ADBE vs MPC
+1,165.7%
-1,032.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.1% |
| 7D | -3.2% | +9.4% | -12.6% | -5.0% |
| 30D | +1.0% | -13.4% | +14.4% | +3.8% |
| 3M | -7.8% | +18.9% | -26.7% | -11.5% |
| 6M | -1.0% | +64.9% | -65.9% | -11.7% |
| YTD | -31.8% | +156.8% | -188.6% | -45.2% |
| 1Y | -29.2% | +113.2% | -142.4% | -40.7% |
| 3Y | -60.1% | +201.8% | -261.9% | -69.7% |
| 5Y | -63.7% | +601.4% | -665.1% | -77.7% |
| All | +132.9% | +1,165.7% | -1,032.8% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling