-53.8%
ADBE vs MULL
+1,230.7%
-1,284.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +1.8% |
| 7D | +1.6% | +24.5% | -23.0% | +2.0% |
| 30D | +1.0% | -35.5% | +36.5% | +0.6% |
| 3M | -10.1% | -44.8% | +34.7% | -10.6% |
| 6M | +3.0% | -45.5% | +48.4% | +1.2% |
| YTD | -30.5% | +232.5% | -263.1% | -39.0% |
| 1Y | -27.1% | +343.3% | -370.4% | -38.0% |
| All | -53.8% | +1,230.7% | -1,284.5% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling