+20,355.4%
ADBE vs MTB
+7,638.9%
+12,716.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.6% | +1.5% | 0.0% | +1.0% |
| 30D | +1.0% | +2.3% | -1.3% | +0.2% |
| 3M | -10.1% | -12.1% | +2.0% | -6.1% |
| 6M | +3.0% | +9.8% | -6.8% | -0.7% |
| YTD | -30.5% | +12.0% | -42.5% | -33.8% |
| 1Y | -27.1% | +22.0% | -49.2% | -32.7% |
| 3Y | -58.8% | +107.6% | -166.4% | -69.3% |
| 5Y | -63.0% | +61.9% | -124.9% | -70.8% |
| 10Y | +134.5% | +116.3% | +18.1% | +46.8% |
| All | +20,355.4% | +7,638.9% | +12,716.5% | +2,546.3% |
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