-64.1%
ADBE vs MPC
+527.1%
-591.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -4.4% | -16.2% | +11.8% | -1.4% |
| 30D | +2.8% | -15.7% | +18.5% | +5.8% |
| 3M | -8.0% | +24.9% | -32.9% | -12.3% |
| 6M | -4.3% | +52.7% | -57.0% | -12.5% |
| YTD | -31.6% | +131.9% | -163.5% | -42.7% |
| 1Y | -26.9% | +96.6% | -123.5% | -36.6% |
| 3Y | -57.7% | +163.8% | -221.5% | -66.6% |
| All | -64.1% | +527.1% | -591.2% | -76.2% |
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 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