+120.0%
ADBE vs MPC
+1,165.8%
-1,045.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.8% |
| 7D | -5.6% | -9.4% | +3.8% | -3.8% |
| 30D | -2.0% | -14.3% | +12.3% | +0.9% |
| 3M | -10.5% | +31.1% | -41.6% | -16.0% |
| 6M | -6.2% | +60.3% | -66.5% | -15.9% |
| YTD | -32.2% | +142.5% | -174.7% | -44.8% |
| 1Y | -27.4% | +104.6% | -132.0% | -38.7% |
| 3Y | -58.9% | +191.7% | -250.6% | -68.6% |
| 5Y | -64.5% | +549.2% | -613.7% | -77.8% |
| 10Y | +120.0% | +1,106.2% | -986.2% | +24.7% |
| All | +120.0% | +1,165.8% | -1,045.8% | +24.7% |
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