-28.7%
ADBE vs MPC
+107.1%
-135.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.1% |
| 7D | -4.4% | +2.6% | -7.0% | -4.6% |
| 30D | -0.2% | -12.2% | +12.0% | +0.7% |
| 3M | -9.9% | +20.1% | -30.0% | -11.4% |
| 6M | -3.5% | +60.6% | -64.1% | -7.7% |
| YTD | -32.1% | +150.6% | -182.7% | -32.5% |
| 1Y | -28.7% | +104.7% | -133.3% | -25.1% |
| All | -28.7% | +107.1% | -135.8% | -25.1% |
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