+137.3%
ADBE vs MTB
+115.1%
+22.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +1.6% | +1.5% | 0.0% | +1.2% |
| 30D | +1.0% | +2.3% | -1.3% | +0.5% |
| 3M | -10.1% | -12.1% | +2.0% | -7.6% |
| 6M | +3.0% | +9.8% | -6.8% | +0.7% |
| YTD | -30.5% | +12.0% | -42.5% | -32.6% |
| 1Y | -27.1% | +22.0% | -49.2% | -30.6% |
| 3Y | -58.8% | +107.6% | -166.4% | -65.4% |
| 5Y | -63.0% | +61.9% | -124.9% | -67.7% |
| All | +137.3% | +115.1% | +22.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling