+21,125.4%
ADBE vs MRSH
+3,263.4%
+17,862.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.4% | -4.8% | -0.6% | -2.8% |
| 30D | -2.5% | -6.3% | +3.8% | +1.1% |
| 3M | +15.3% | +5.8% | +9.5% | +12.1% |
| 6M | -7.8% | +2.8% | -10.6% | -9.2% |
| YTD | -27.9% | -3.1% | -24.8% | -27.0% |
| 1Y | -28.0% | -11.3% | -16.8% | -23.9% |
| 3Y | -55.3% | -5.0% | -50.3% | -55.0% |
| 5Y | -61.7% | +19.2% | -80.9% | -65.6% |
| 10Y | +153.8% | +217.4% | -63.6% | +34.5% |
| All | +21,125.4% | +3,263.4% | +17,862.0% | +2,641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling