-28.0%
ADBE vs MRSH
-9.2%
-18.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.4% | -4.8% | -0.6% | -2.9% |
| 30D | -2.5% | -6.3% | +3.8% | +0.8% |
| 3M | +15.3% | +5.8% | +9.5% | +13.8% |
| 6M | -7.8% | +2.8% | -10.6% | -8.8% |
| YTD | -27.9% | -3.1% | -24.8% | -27.7% |
| 1Y | -28.0% | -11.3% | -16.8% | -28.1% |
| All | -28.0% | -9.2% | -18.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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