+22,327.1%
ADBE vs MTB
+8,294.1%
+14,033.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | -8.6% | +1.7% | -10.3% | -9.1% |
| 30D | +2.8% | -4.2% | +7.0% | +4.2% |
| 3M | +3.1% | +8.9% | -5.7% | -0.1% |
| 6M | -2.4% | +10.9% | -13.3% | -6.4% |
| YTD | -23.9% | +21.5% | -45.3% | -29.5% |
| 1Y | -22.6% | +21.9% | -44.5% | -28.5% |
| 3Y | -52.7% | +109.2% | -161.9% | -64.9% |
| 5Y | -60.0% | +102.0% | -162.0% | -71.0% |
| 10Y | +157.3% | +171.9% | -14.6% | +46.9% |
| All | +22,327.1% | +8,294.1% | +14,033.0% | +2,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling