-59.7%
ADBE vs MPC
+645.9%
-705.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | -8.6% | +5.4% | -14.0% | -9.5% |
| 30D | +2.8% | +31.0% | -28.2% | -2.3% |
| 3M | +3.1% | +46.0% | -42.9% | -4.2% |
| 6M | -2.4% | +77.3% | -79.7% | -12.7% |
| YTD | -23.9% | +141.9% | -165.8% | -36.1% |
| 1Y | -22.6% | +120.9% | -143.5% | -34.0% |
| 3Y | -52.7% | +182.7% | -235.4% | -62.8% |
| All | -59.7% | +645.9% | -705.6% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling